The problem was that the introduction of max-thread-mem-used can cause
an allocation error very early, even before mysql_parse() is called.
As mysql_parse() calls thd->reset_for_next_command(), which called
clear_error(), the error number was lost.

Fixed by adding an option to have unique messages for each KILL
signal and change max-thread-mem-used to use this new feature.
This removes a lot of problems with the original approach, where
one could get errors signaled silenty almost any time.

ixed by moving clear_error() from reset_for_next_command() to
do_command(), before any memory allocation for the thread.

Related changes:
- reset_for_next_command() now have an optional parameter if we should
  call clear_error() or not. By default it's called, but not anymore from
  dispatch_command() which was the original problem.
- Added optional paramater to clear_error() to force calling of
  reset_diagnostics_area(). Before clear_error() only called
  reset_diagnostics_area() if there was no error, so we normally
  called reset_diagnostics_area() twice.
- This change removed several duplicated calls to clear_error()
  when starting a query.
- Reset max_mem_used on COM_QUIT, to protect against kill during
  quit.
- Use fatal_error() instead of setting is_fatal_error (cleanup)
- Set fatal_error if max_thead_mem_used is signaled.
  (Same logic we use for other places where we are out of resources)