The previous patch partially fixed things by waiting for the old dump thread
on the master to exit before injecting the DBUG error. This prevents the error
injection going to the wrong thread.

However, there is still the problem that the old dump thread may never exit,
causing the wait to time out. This happens if the dump thread manages to write
all events down the socket before the socket is closed by the slave. The
master dump thread only checks for slave gone when writing a new event, so if
no new events are generated, old dump threads can hang around forever on the
master after the slave disconnects.

Fix by explicitly killing the old dump thread if it is still around.