Most of the time, the last replayed record comes from the recovery target
timeline, but there is a corner case where it makes a difference. When
the startup process scans for a new timeline, and decides to change recovery
target timeline, there is a window where the recovery target TLI has already
been bumped, but there are no WAL segments from the new timeline in pg_xlog
yet. For example, if we have just replayed up to point 0/30002D8, on
timeline 1, there is a WAL file called 000000010000000000000003 in pg_xlog
that contains the WAL up to that point. When recovery switches recovery
target timeline to 2, a walsender can immediately try to read WAL from
0/30002D8, from timeline 2, so it will try to open WAL file
000000020000000000000003. However, that doesn't exist yet - the startup
process hasn't copied that file from the archive yet nor has the walreceiver
streamed it yet, so walsender fails with error "requested WAL segment
000000020000000000000003 has already been removed". That's harmless, in that
the standby will try to reconnect later and by that time the segment is
already created, but error messages that should be ignored are not good.

To fix that, have walsender track the TLI of the last replayed record,
instead of the recovery target timeline. That way walsender will not try to
read anything from timeline 2, until the WAL segment has been created and at
least one record has been replayed from it. The recovery target timeline is
now xlog.c's internal affair, it doesn't need to be exposed in shared memory
anymore.

This fixes the error reported by Thom Brown. depesz the same error message,
but I'm not sure if this fixes his scenario.