Fix crash (race condition) in DBUG in connect2 test case.

When "simulate_failed_connection_1"  DBUG keyword is set, current thread's
DBUG stack points to global variable in dbug (init_settings).
This global variable could be overriden while current THD is still active,
producing crash in worst scenario.

Added DBUG_SET()so that the current thread own dbug
context that cannot concurrently modified by anyone else.

sql/sql_connect.cc

@@ -832,7 +832,11 @@ bool init_new_connection_handler_thread()
     statistic_increment(connection_errors_internal, &LOCK_status);
     return 1;
   }
-  DBUG_EXECUTE_IF("simulate_failed_connection_1", return(1); );
+  DBUG_EXECUTE_IF("simulate_failed_connection_1",
+  {
+    DBUG_SET("-d,simulate_failed_connection_1");
+    return(1);
+  });
   return 0;
 }