mysqltest in the 'embedded-server' mode runs queries in a separate thread,
    but it didn't do so for the prepared statements - they were run in the main thread.
    That leads to inconsistencies.
    When a test sets SESSION 'dbug' variable like
            SET SESSION debug_dbug="+d,warn_during_ha_commit_trans";
    it is run as a plain query in that separate thread, so the main thread remains unaffected.
    After that the prepared statement run in the main thread doesn't produce expected 'dbug' errors,
    so the test fails.
    To fix that I made prepared statement to be run in that special thread along with the plain queries.
    That makes the environment consistent.