The problem was that the CONNECT engine is trying to open the .frm file
during drop_table(), which the code did not take into account.
Fixed by adding the HA_REUSES_FILE_NAMES table flag to CONNECT.

Other things:
- Fixed a wrong test of HA_REUSE_FILE_NAMES of in mysql_alter_table()
  (Comment was correct, no the code)
- Added a test in the connect engine that if the .frm it tries to use in
  delete is not made for connect, it will generate an error instead of
  crash.