Bug #45067 Assertion `stmt_da->is_error()' in 
           Delayed_insert::open_and_lock_table

The assert was triggered when delayed insert was killed by another 
connection using mysql_notify_thread_having_shared_lock().
During handling of thd->killed, thd.fatal_error() was called without
a previous call to my_error() which triggered the assert.
This patch allows the assert to pass if thd->killed has been set.