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/suite/innodb/include/wait_all_purged.inc

@@ -8,6 +8,11 @@ if (!$wait_all_purged)
 let $remaining_expect= `select concat('InnoDB		',$wait_all_purged)`;
 
 let $wait_counter= 600;
+if ($VALGRIND_TEST)
+{
+  let $wait_counter= 2000;
+}
+
 while ($wait_counter)
 {
     --replace_regex /.*History list length ([0-9]+).*/\1/

mysql-test/suite/innodb/t/alter_copy.test

@@ -2,6 +2,8 @@
 --source include/have_debug.inc
 --source include/have_debug_sync.inc
 --source include/not_embedded.inc
+# Valgrind gives leaks from the first shutdown which confuses mtr
+#--source include/not_valgrind.inc
 
 --echo #
 --echo # MDEV-11415 AVOID INTERMEDIATE COMMIT WHILE DOING

mysql-test/suite/innodb/t/log_file_name.test

@@ -2,6 +2,7 @@
 # Test the detection of duplicate tablespaces.
 
 --source include/have_innodb.inc
+--source include/not_valgrind.inc
 
 # Embedded server does not support crashing
 --source include/not_embedded.inc

mysql-test/suite/innodb/t/recovery_shutdown.test

@@ -1,5 +1,8 @@
 --source include/have_innodb.inc
 --source include/not_embedded.inc
+# Valgrind has to be disabled as killing the server hard gives a lot of
+# leak warnings
+--source include/not_valgrind.inc
 
 # Flush any open myisam tables from previous tests
 FLUSH TABLES;