[MDEV-14978] Client programs to use $MARIADB_HOST consistently

Only `mysql` client program was using $MYSQL_HOST as the default host.
Add the same feature in most other client programs but using
$MARIADB_HOST instead.

All new code of the whole pull request, including one or several files that are
either new files or modified ones, are contributed under the BSD-new license. I
am contributing on behalf of my employer Amazon Web Services, Inc.

mysql-test/suite/client/client-env-variable.result

@@ -0,0 +1,7 @@
+USE test;
+CREATE TABLE pet (name VARCHAR(20));
+localhost
+****************
+nonexistent-server
+Done
+DROP TABLE pet;