Eventually mysql symlinks will go away, as MariaDB and MySQL keep
diverging and we do not want to make it impossible to install
MariaDB and MySQL side-by-side when users want it.

It also useful if people start using MariaDB tools with MariaDB.

If the exe doesn't begine with "mariadb" or is a symlink,
print a warning to use the resolved name.

In my_readlink, add check on my_thread_var as its used by comp_err
and other build utils that also use my_init.