Header GTID Lists in Relay Logs

Currently, GTID Lists in Relay logs mostly only come from the primary, so a Relay Log file may not have a List if the Relay Log switched on its own.
Having header GTID Lists in Relay Logs (like Binary Logs) will ensure there is at least one in the file.

GTID Lists allow a relay log file to report its position without context from Gtid_Slave_Pos and possibly previous files.

Note that GTID Lists are intended to record the exact state of a log, not merely a position, so they work with domains that are out of order by different server IDs.
Thus, GTID Lists will also bring better integration with mariadb-binlog, especially after MDEV-37231.

The SQL thread can also use these headers to seek through files without collecting every GTID in the file. (Split to MDEV-XXXXX)