fixes:

* roles.grant_proxy-5526 test for --embedded
* gcc warning in Connect

mysql-test/suite/roles/grant_proxy-5526.test

+--source include/not_embedded.inc
 #
 # MDEV-5526 Assertion `proxied_user->host.length' fails on GRANT PROXY ON <role>
 #

storage/connect/ha_connect.cc

@@ -3882,7 +3882,7 @@ static int connect_assisted_discovery(handlerton *hton, THD* thd,
 #if defined(WIN32)
   char       *nsp= NULL, *cls= NULL;
 #endif   // WIN32
-  int         port= 0, hdr= 0, mxr= 0, mxe= 0, rc= 0;
+  int         port= 0, hdr= 0, mxr __attribute__((unused))= 0, mxe= 0, rc= 0;
   int         cop __attribute__((unused)) = 0;
   uint        tm, fnc= FNC_NO, supfnc= (FNC_NO | FNC_COL);
   bool        bif, ok= false, dbf= false;