relay: close xlog cursor in relay thread

An xlog_cursor created and used by a relay via recovery context is
destroyed by the main thread once the relay thread has exited. This is
incorrect, because xlog_cursor uses cord's slab allocator and therefore
must be destroyed in the same thread it was created by, otherwise we
risk getting a use-after-free bug. So this patch moves recovery_delete()
invocation to the end of the relay thread routine.

No test is added, because our existing tests already cover this case -
crashes don't usually happen, because we are lucky. The next patch will
add some assertions to make the bug 100% reproducible.

Closes #3910