Make Pushdown_select write output rows into select->join->result, instead of
thd->protocol.

This makes
- SELECT ... INTO @var
- SELECT ... INTO OUTFILE
- INSERT INTO myisam_table SELECT ... FROM clustrix_table
work as intended.

Also fixed the federatedx select pushdown handler:
- Do not fail an assert if the backend no resultset. Produce an error.
- For the SELECT .. INTO syntax, refuse to use Select Handler, because
the impelementation doesn't support this.