MDEV-6091 mysqldump goes in a loop and segfaults if --dump-slave is specified and it cannot connect to the server

do_start_slave_sql() is called from maybe_exit().
We should not recurse when maybe_exit() is called for an error during do_start_slave_sql().
Also remove a meaningless (but safe) "goto err".

client/mysqldump.c

@@ -1496,12 +1496,13 @@ static void free_resources()
 
 static void maybe_exit(int error)
 {
-  if (opt_slave_data)
-    do_start_slave_sql(mysql);
   if (!first_error)
     first_error= error;
   if (ignore_errors)
     return;
+  ignore_errors= 1; /* don't want to recurse, if something fails below */
+  if (opt_slave_data)
+    do_start_slave_sql(mysql);
   if (mysql)
     mysql_close(mysql);
   free_resources();
@@ -5682,8 +5683,8 @@ int main(int argc, char **argv)
   */
 err:
   /* if --dump-slave , start the slave sql thread */
-  if (opt_slave_data && do_start_slave_sql(mysql))
-    goto err;
+  if (opt_slave_data)
+    do_start_slave_sql(mysql);
 
 #ifdef HAVE_SMEM
   my_free(shared_memory_base_name);

mysql-test/t/mysqldump.test

@@ -2455,3 +2455,10 @@ drop table t1, t2;
 --echo #
 --echo # End of 5.1 tests
 --echo #
+
+#
+# MDEV-6091 mysqldump goes in a loop and segfaults if --dump-slave is specified and it cannot connect to the server
+#
+--error 2
+--exec $MYSQL_DUMP -hunknownhost --dump-slave nulldb
+