EXECUTED_GTID_SET

Problem:
========
Under certain circumstances it is possible that
Retrieved_Gtid_Set on slave will contain gaps while actually
no gaps will be in Executed_Gtid_Set and slave binary logs.

This happens when slave rotates relay log in such a way that
last event contains record which sets GTID_NEXT, then
following log contains few GTIDs, then slave restarts. After
restart GTIDs for Retrieved_Gtid_Set executed wrongly and
there are phantom gaps.

Analysis:
========
Let us consider a scenario where gtid set 1-3 is written to
relay log and we are about to write the 4th GTID event.
Existing code first writes the events to relay log and then
adds the new GTID to the Retrieved_Gtid_Set. If a rotation
happens at this moment after writing the GTID event the
newly written relay log will have the Previous_Gtid set as
1-3. If a restart happens at this scenario and few more
gtids are present after this event the Retrieved_Gtid_set
will have gaps like 1-3:5-6 and 4th GTID will be a gap.

Fix:
===
Add the gtid to the Retrieved_Gtid_Set before writing the
actual event to the relay log. If due to some reason
writing to relay log fails remove the GTID from the
Retrieved_Gtid_Set.