GTID .state and Index for Relay Log

.state file caches and indices (MDEV-4991) were optional optimizations for Binary Logs, and (after MDEV-38908) will be optional for Relay Logs, too.

Before adding them to Relay Logs, we should evaluate how much optimization these runtime taxes really bring, and if they should be tuned or enabled separately from Binary Logs.
In particular, with @@relay_log_purge=1 (which is the default), Relay Logs may not be large enough for caches and indices to be worth (unless SQL Threads were sleeping while IO Threads were active).

Otherwise, the code for Binary Logs (e.g., gtid_index.cc) should be (needs to be checked) easily applicable for Relay Logs.