[gdb/testsuite] Fix gdb.mi/*.exp with remote-gdbserver-on-localhost

[gdb/testsuite] Fix gdb.mi/*.exp with remote-gdbserver-on-localhost

When running test-cases gdb.mi/*.exp with target board
remote-gdbserver-on-localhost, we run into a few fails.

Fix these (and make things more similar to the gdb.exp procs) by:
- factoring out mi_load_shlib out of mi_load_shlibs
- making mi_load_shlib use gdb_download_shlib, like
  gdb_load_shlib
- factoring out mi_locate_shlib out of mi_load_shlib
- making mi_locate_shlib check for mi_spawn_id, like
  gdb_locate_shlib
- using gdb_download_shlib and mi_locate_shlib in the test-cases.

Tested on x86_64-linux, with and without target board
remote-gdbserver-on-localhost.