Reuse THD for new user connections

- To ensure that mallocs are marked for the correct THD, even if it's
  allocated in another thread, I added the thread_id to the THD constructor
- Added st_my_thread_var to thr_lock_info_init() to avoid a call to my_thread_var
- Moved things from THD::THD() to THD::init()
- Moved some things to THD::cleanup()
- Added THD::free_connection() and THD::reset_for_reuse()
- Added THD to CONNECT::create_thd()
- Added THD::thread_dbug_id and st_my_thread_var->dbug_id. These are needed
  to ensure that we have a constant thread_id used for debugging with a THD,
  even if it changes thread_id (=connection_id)
- Set variables.pseudo_thread_id in constructor. Removed not needed sets.

sql/scheduler.cc

@@ -36,7 +36,10 @@
 static bool no_threads_end(THD *thd, bool put_in_cache)
 {
   if (thd)
+  {
     unlink_thd(thd);
+    delete thd;
+  }
   return 1;                                     // Abort handle_one_connection
 }