MDEV-31005: Make working cursor-protocol

Updated tests: cases with bugs or which cannot be run
with the cursor-protocol were excluded with
"--disable_cursor_protocol"/"--enable_cursor_protocol"

Fix for v.11.4

mysql-test/main/mysqldump.test

@@ -3046,7 +3046,9 @@ drop table t1;
 #
 # MDEV-32589 parallel-mysqldump - test "too many connections"
 #
+--disable_cursor_protocol
 select @@max_connections into @save_max_connections;
+--enable_cursor_protocol
 set global max_connections=10;
 --replace_result mariadb-dump.exe mariadb-dump
 --error 2