MDEV-7951 - sql_alloc() takes 0.25% in OLTP RO

sql_alloc() has additional costs compared to direct mem_root allocation:
- function call: it is defined in a separate translation unit and can't be
  inlined
- it needs to call pthread_getspecific() to get THD::mem_root

It is called dozens of times implicitely at least by:
- List<>::push_back()
- List<>::push_front()
- new (for Sql_alloc derived classes)
- sql_memdup()

Replaced lots of implicit sql_alloc() calls with direct mem_root allocation,
passing through THD pointer whenever it is needed.

Number of sql_alloc() calls reduced 345 -> 41 per OLTP RO transaction.
pthread_getspecific() overhead dropped 0.76 -> 0.59
sql_alloc() overhed dropped 0.25 -> 0.06

sql/sql_table.cc

@@ -9354,7 +9354,7 @@ copy_data_between_tables(THD *thd, TABLE *from, TABLE *to,
       if (thd->lex->select_lex.setup_ref_array(thd, order_num) ||
           setup_order(thd, thd->lex->select_lex.ref_pointer_array,
                       &tables, fields, all_fields, order) ||
-          !(sortorder= make_unireg_sortorder(order, &length, NULL)) ||
+          !(sortorder= make_unireg_sortorder(thd, order, &length, NULL)) ||
           (from->sort.found_records= filesort(thd, from, sortorder, length,
                                               NULL, HA_POS_ERROR,
                                               true,