just a flush_relay_log_info() at the end of CHANGE MASTER
(there was already flush_master_info()).


sql/sql_repl.cc:
  Comments.
  Flush relay-log.info after CHANGE MASTER, or the changes
  to the relay log parameters (relay log name and position, and
  the corresponding master's binlog name and position) will be
  lost if the slave mysqld is shutdown immediately after the 
  CHANGE MASTER (without the slave threads being started).