Persist auth events before the events that rely on them (#10771)

If we're persisting an event E which has auth_events A1, A2, then we ought to make sure that we correctly auth
and persist A1 and A2, before we blindly accept E.

This PR does part of that - it persists the auth events first - but it does not fully solve the problem, because we
still don't check that the auth events weren't rejected.