Unexpected SLAVE STATUS after CHANGE MASTER
So after fiddling more, I've discovered the order of CHANGE MASTER ... is important.  Once I figured this out, I found this in the docs explaining in further detail.


  If you specify the MASTER_HOST or MASTER_PORT option, the slave assumes that the master server is different from before (even if the option value is the same as its current value.) In this case, the old values for the master binary log file name and position are considered no longer applicable, so if you do not specify MASTER_LOG_FILE and MASTER_LOG_POS in the statement, MASTER_LOG_FILE='' and MASTER_LOG_POS=4 are silently appended to it.


MySQL docs - CHANGE MASTER