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/sql_connect.h

@@ -52,7 +52,7 @@ public:
   void close_and_delete();
   void close_with_error(uint sql_errno,
                         const char *message, uint close_error);
-  THD *create_thd();
+  THD *create_thd(THD *thd);
 };