sql/sp.cc:
  Added DBUG statements.
sql/sp_head.cc:
  Added DBUG statements.
sql/sql_parse.cc:
  Changed returns into DBUG_RETURNs in mysql_execute_command().
sql/sql_yacc.yy:
  Small optimization: Don't generate sp_instr_stmt instructions for empty
  SET_OPTIONs. (Which happened if there were only local variables in the SET
  statement.)