--with-collation worked only on the server side.
Client side ignored this argument, so collation_connection
was not properly set (remained latin1_swedish_ci).



sql-common/client.c:
  - Take into account MYSQL_DEFAULT_COLLATION_NAME if
  character set is not set using mysql_option(), to
  honor --with-collation argument to configure.
  - Use default collation for the character set when it's
  not set using mysql_option().