We have an issue if a user have the following in a configuration file:
log_slow_filter=""                  # Log everything to slow query log
log_queries_not_using_indexes=ON

This set log_slow_filter to 'not_using_index' which disables
slow_query_logging of most queries.
In effect, on should never use log_slow_filter="" in config files but
instead use log_slow_filter=ALL.

Fixed by changing log_slow_filter="" that comes either from a
configuration file or from the command line, when starting to the server,
to log_slow_filter=ALL.
A warning will be printed when this happens.

Other things:
- One can now use =ALL for any 'set' variable to set all options at once.
  (backported from 10.6)