MDEV-32216 add tests for mariadb-dump --parallel

-  --parallel=N with or without --single-transaction
-  Error cases (too many connections, emulate error on one connection)
-  Windows specific test for named pipe connections

mysql-test/main/mysqldump-win.test

@@ -0,0 +1,14 @@
+--source include/windows.inc
+--source include/not_embedded.inc
+
+--echo # Test mysqldump specific features (pipe connection, with parallel)
+CREATE TABLE t1 (i INT);
+INSERT INTO t1 VALUES(1);
+
+--exec $MYSQL_DUMP --host=. --tab=$MYSQLTEST_VARDIR/tmp/ test --parallel=2
+DROP TABLE t1;
+--exec $MYSQL test  < $MYSQLTEST_VARDIR/tmp/t1.sql
+--exec $MYSQL_IMPORT  test $MYSQLTEST_VARDIR/tmp/t1.txt
+SELECT * FROM t1;
+DROP TABLE t1;
+