The problem was that the scheduler function used to handle a
new user connection could use the ER() macro without having a
THD object bound to the current thread. The crash would happen
whenever the function failed to create a new thread to handle a
user connection. Thread creation can fail due to lack or limit
of available resources.

The solution is to simply use the ER_THD() macro instead and pass
to it the THD object which would be bound to the connection.

Fix was tested manually. In a test case, it is too cumbersome to
inject a error in this context.

sql/mysqld.cc:
  Use ER_THD and pass the object.