thread-specific variables weren't set when we load error message files.

per-file comments:
  libmysqld/lib_sql.cc
Bug#53251      mysql_library_init fails on second execution with embedded library
      we need to call my_thread_init() once more. Normally it's called at the my_init()
      stage but that doesn't happen on the second my_init() call.

  sql/derror.cc
Bug#53251      mysql_library_init fails on second execution with embedded library
     use default errors for the embedded server.

  sql/mysqld.cc
Bug#53251      mysql_library_init fails on second execution with embedded library
        unregister server errors in clean_up(). Without it the error list contains
        that on the second mysql_server_init() which is not good.

  sql/set_var.cc
Bug#53251      mysql_library_init fails on second execution with embedded library
        sys_var::cleanup() call instead of the destructor

  sql/set_var.h
Bug#53251      mysql_library_init fails on second execution with embedded library
        sys_var::cleanup() introduced instead of the destructor
        
  sql/sys_vars.h
Bug#53251      mysql_library_init fails on second execution with embedded library
        Sys_var_charptr::cleanup() implemented