With --mem if fails with
+UNEXPECTED ERROR NUMBER: 1290

In var/log/mysqld.2.err we have:
[ERROR] LOAD DATA INFILE in the slave SQL Thread can only read from --slave-load-tmpdir. Please, report a bug.
[ERROR] Slave SQL: Error 'The MySQL server is running with the --slave-load-tmpdir option so it cannot execute this statement' on query. Default database: 'test'. Query: 'LOAD DATA INFILE '../../tmp/SQL_LOAD-2-1-1.data' INTO  TABLE `t1` FIELDS TERMINATED BY '\t' ENCLOSED BY '' ESCAPED BY '\\' LINES TERMINATED BY '\n' (`a`, `b`)', Error_code: 1290

getcwd() in the server yields something like: /dev/shm/var_auto_iv5Q/mysqld.2/data