Fixed issues when running mtr with --valgrind

- Note that some issues was also fixed in 10.2 and 10.4. I also fixed them
  here to be able to continue with making 10.5 valgrind safe again
- Disable connection threads warnings when doing shutdown

mysql-test/include/shutdown_mysqld.inc

@@ -26,7 +26,17 @@ if ($rpl_inited)
 --let $_expect_file_name= $MYSQLTEST_VARDIR/tmp/mysqld.$_server_id.expect
 --exec echo "wait" > $_expect_file_name
 
+# Avoid warnings from connection threads that does not have time to exit
+--disable_query_log
+set @@global.log_warnings=0;
+--enable_query_log
+
 --let $server_shutdown_timeout= 60
+if ($VALGRIND_TEST)
+{
+  --let $server_shutdown_timeout= 300
+}
+
 if ($shutdown_timeout)
 {
   --let $server_shutdown_timeout= $shutdown_timeout