Actually, I am not sure on the order of operations here. Looking at some telemetry, it looks like the Uninitialized state is what starts it.
In this chart:
Red --> Uninitialized
Orange --> Initializing
Yellow --> Relocating
it looks like the shards first go uninitialized, then initialized, then relocated. I guess that makes sense, but I am not sure why the initial Uninitialized happened.
The large spike at the right happened and resolved with no shards getting stuck in Uninitialized (i.e. all green after that).