Added name to MEM_ROOT for esier debugging

This will make it easier to how memory allocation is done when debugging
with either DBUG or gdb.

Will especially help when debugging stored procedures

Main change is a name argument as second argument to init_alloc_root()
init_sql_alloc()

Other things:
- Added DBUG_ENTER/EXIT to some Virtual_tmp_table functions

sql/sql_class.cc

@@ -782,8 +782,8 @@ THD::THD(my_thread_id id, bool is_wsrep_applier)
     the destructor works OK in case of an error. The main_mem_root
     will be re-initialized in init_for_queries().
   */
-  init_sql_alloc(&main_mem_root, ALLOC_ROOT_MIN_BLOCK_SIZE, 0,
-                 MYF(MY_THREAD_SPECIFIC));
+  init_sql_alloc(&main_mem_root, "THD::main_mem_root",
+                 ALLOC_ROOT_MIN_BLOCK_SIZE, 0, MYF(MY_THREAD_SPECIFIC));
 
   stmt_arena= this;
   thread_stack= 0;