This bug was introduced by my patch to use the regular die/quickdie signal
handlers in walsender processes. I tried to make walsender exit at next
CHECK_FOR_INTERRUPTS() by setting ProcDiePending, but that's not enough, you
need to set InterruptPending too. On second thoght, it was not a very good
way to make walsender exit anyway, so use proc_exit(0) instead.

Also, send a CommandComplete message before exiting; that's what we did
before, and you get a nicer error message in the standby that way.

Reported by Thom Brown.