Fix threadpool memory leak and connect2 test

mysql-test/r/connect2.result

+call mtr.add_suppression("Allocation failed");
 SET @old_debug= @@session.debug;
 set @old_thread_cache_size=@@global.thread_cache_size;
 select 1;

mysql-test/t/connect2.test

@@ -4,7 +4,7 @@
 # This test makes no sense with the embedded server
 --source include/not_embedded.inc
 --source include/have_debug.inc
-
+call mtr.add_suppression("Allocation failed");
 SET @old_debug= @@session.debug;
 set @old_thread_cache_size=@@global.thread_cache_size;
 

sql/threadpool_common.cc

@@ -122,13 +122,19 @@ THD* threadpool_add_connection(CONNECT *connect, void *scheduler_data)
   pthread_setspecific(THR_KEY_mysys, 0);
   my_thread_init();
   st_my_thread_var* mysys_var= (st_my_thread_var *)pthread_getspecific(THR_KEY_mysys);
-  DBUG_EXECUTE_IF("simulate_failed_connection_1", mysys_var= NULL; my_thread_end(););
   if (!mysys_var ||!(thd= connect->create_thd()))
   {
     /* Out of memory? */
     connect->close_and_delete();
     if (mysys_var)
     {
+#ifdef HAVE_PSI_INTERFACE
+      /*
+       current PSI is still from worker thread.
+       Set to 0, to avoid premature cleanup by my_thread_end
+      */
+      if (PSI_server) PSI_server->set_thread(0);
+#endif
       my_thread_end();
     }
     worker_context.restore();

sql/threadpool_unix.cc

@@ -1235,6 +1235,7 @@ void tp_add_connection(CONNECT *connect)
   connection=  alloc_connection();
   if (!connection)
   {
+    connect->close_and_delete();
     DBUG_VOID_RETURN;
   }
   connection->connect= connect;

sql/threadpool_win.cc

@@ -663,6 +663,7 @@ void tp_add_connection(CONNECT *connect)
 {
   connection_t *con;  
   con= (connection_t *)malloc(sizeof(connection_t));
+  DBUG_EXECUTE_IF("simulate_failed_connection_1", free(con);con= 0; );
   if (!con)
   {
     tp_log_warning("Allocation failed", "tp_add_connection");