GTID Replication. Slave doesn't start after switch master

We have cascade model replication.
1 - > 2 -> 4 and 1 -> 3
We are using GTID for replication, using the same gtid_domain_id for all nodes, because only one node for record.
We want to change for 4 node master.
We stopped replication, changed master only master_host from 2 to 3 server, after start replication we have error Got fatal error 1236 from master when reading data from binary log: 'Could not find GTID state requested by slave in any binlog files. Probably the slave state is too old and required binlog files have been purged.'
But on 3 server in binlog files we found GTID position. We can start replication by specifying the file and position without GTID, and after start define master_use_gtid.
Why can't I change the master using only gtid?