Does not find slaves connected to slaves.
How to duplicate:
1. Need at least three servers with at least two levels of replication: master1 -> slave1 -> slave2
2. Create a simple table on the master and delete some records on each slave so that no DB has the same number of records
3. Run pt-table-checksum --create-replicate-table --empty-replicate-table --nocheck-replication-filters --replicate testdb.pt_checksums --databases testdb --tables testtbl
4. Inspect testdb.pt_checksums table...you should find the slave2 copy of the table = slave1 copy of the table but does not reflect the number of records on slave2.
I've tried it with both --recursion-medhod processlist and hosts
I'm using version = 1.0.1