Fixed errors and bugs found by valgrind:

- If run with valgrind, mysqltest will now wait longer when syncronizing slave with master
- Ensure that we wait with cleanup() until slave thread has stopped.
- Added signal_thd_deleted() to signal close_connections() that all THD's has been freed.
- Check in handle_fatal_signal() that we don't use variables that has been freed.
- Increased some timeouts when run with --valgrind

Other things:
- Fixed wrong test in one_thread_per_connection_end() if galera is used.
- Removed not needed calls to THD_CHECK_SENTRY() when we are calling 'delete thd'.

mysql-test/include/sync_with_master_gtid.inc

@@ -34,6 +34,10 @@ let $_slave_timeout= $slave_timeout;
 if (!$_slave_timeout)
 {
   let $_slave_timeout= 120;
+  if ($VALGRIND_TEST)
+  {
+    let $_slave_timeout= 1200;
+  }
 }
 
 --let $_result= `SELECT master_gtid_wait('$master_pos', $_slave_timeout)`