Problem: If dump thread is killed (during shutdown/explicit kill) during
dumping a non-active binary log, events in that binary log are getting
skipped completely and not getting replicated to slave.

Analysis: During bug#19975697 fix, we have identified a case where a dump
thread is unnecessarily looping through a binary log file even if it is
in killed state. Problem is big enough if the binary log file is huge
Hence we fixed it by adding thd->killed flag check in while condition.
But after the while loop is exited, it was not checked whether while loop
was broken due to thd->killed condition or not. Earlier the code after
the while loop assumes that the loop processes full binary log file and
dump thread can be safely moved to next binary log.
But with this new condition, it is not the case.

Fix: A condition "if (thd->killed)" after the while loop and should exit
the dump thread without doing any work.