These thread states occur on a replica server but are associated with connection threads, not with the I/O or SQL threads.
Changing master
The thread is processing a CHANGE REPLICATION SOURCE TO statement (from MySQL 8.0.23) or CHANGE MASTER TO statement (before MySQL 8.0.23).
Killing slave
The thread is processing a STOP REPLICA | SLAVE statement.
Opening master dump table
This state occurs after Creating table from master dump.
Reading master dump table data
This state occurs after Opening master dump table.
Rebuilding the index on master dump table
This state occurs after Reading master dump table data.