Analysis:
The assert failed because st_select_lex::print() was called for subqueries
as follows:

Item_subselect::print() ->
  subselect_single_select_engine::print() -> st_select_lex::print()

It was Item_subselect::fix_fields() that set the thd by calling set_thd(),
so when this print() was called before fix_fields(), subselect_engine::thd
was NULL.

Solution:
The patch makes all constructors of all subselect_engine classes to take
a THD parameter. The default subselect_single_select_engine engine is created
early during parse time, in the Item_subselect::init call, so we pass the
correct THD object already at this point.