Extract funnel steps directly in the events subquery

[yakkomajuri]

Currently we pass all of an event's properties from the innermost funnels subquery to be parsed into the steps further up. The problem with this is that we then pipe all that data over the network from one shard to another, whereas we could push a lot of the computations down to the individual shards and only send the results over.

I've done some initial benchmarking on this and the results are promising:

https://metabase.posthog.net/dashboard/24-query-benchmarking?query_tag=funnels-84510088626212

https://metabase.posthog.net/dashboard/24-query-benchmarking?query_tag=funnels-29424020244

Just look at the difference in cross-shard data transfer!

The change is reasonably simple from the perspective of the final query, but it's a bit of an involved refactor given how complicated the funnels query building logic is.

Writing this issue down to document things but I'm already working on it.

Another thing is that I think we can also remove a few levels of nesting when it comes to breakdowns, but that's something I need to also dig into.

[mariusandra]

Just double checking, will this affect things the hogql property filters PR touches somehow? I remember adding some special handling for hogql property filters in funnels, though since materialised properties work (and are passed outside properties obviously), I expect there to not really be any issues 🤔

Getting the HogQL PR in will be my nr 1 priority tomorrow morning...

[yakkomajuri]

I believe it shouldn't no, but will keep an eye as I make changes