Cross-cluster search selects a subset of nodes for each remote cluster
and sends requests only to them, which will act as a proxy and properly
redirect such requests to the target nodes that hold the relevant data.
What happens today is that every time we send a request to a remote
cluster, it will be sent to the next node in the proxy list
(in round-robin fashion), regardless of whether the target node is
already amongst the ones that we are connected to. In case for instance
we need to send a shard search request to a data node that's also one of
the selected proxy nodes, we may end up sending the request to it
through one of the other proxy nodes.
This commit optimizes this case to make sure that whenever we are
already connected to a remote node, we will send a direct request rather
than using the next proxy node.
There is a side-effect to this, which is that round-robin will be a bit
unbalanced as the data nodes that are also selected as proxies will
receive more requests.