I got help from Guilhem.
The problem seems to look like follows:
What LOAD DATA FROM MASTER does is:
- SHOW CREATE TABLE on master and executes it on slave
- downloads the MYD from master and copies it into slave (overwriting the just created MYD)
- repairs the table from the .FRM and .MYD files, creating a new .MYI file. This is very similar to REPAIR .. USE_FRM.
That way, important information from the masters .MYI file gets lost. For example the pointer to the delete link (The .MYD file may contain deleted records chained together in a link. The start point is stored in .MYI).
See also the report for BUG#10634:
http://bugs.mysql.com/bug.php?id=10634
We plan to change the way LOAD DATA FROM MASTER works in a later MySQL version. Until then it might be preferable to use a different method to reload the slaves, i.e. mysqldump, mysqlhotcopy, or cold backup.
There is however one problem in your setup: The corruption on the master. Can you please try to make a repeatable test case and create a new bug entry for this?