MDEV-33494 fix spider init with no_zero_date global sql mode

Like the fix for MDEV-32753 and MDEV-33242, spider init queries
creates new connections that use the global sql_mode of the existing
connection.

storage/spider/mysql-test/spider/bugfix/r/mdev_33494.result

+set @old_sql_mode=@@global.sql_mode;
+set global sql_mode=(SELECT CONCAT (@@sql_mode,',no_zero_date'));
+install soname 'ha_spider';
+set global sql_mode=@old_sql_mode;

storage/spider/mysql-test/spider/bugfix/t/mdev_33494.test

+# This test tests spider init with global no_zero_date sql mode
+set @old_sql_mode=@@global.sql_mode;
+set global sql_mode=(SELECT CONCAT (@@sql_mode,',no_zero_date'));
+install soname 'ha_spider';
+set global sql_mode=@old_sql_mode;
+
+--disable_query_log
+--disable_result_log
+--source ../../include/clean_up_spider.inc
+--enable_result_log
+--enable_query_log

storage/spider/spd_init_query.h

@@ -21,7 +21,7 @@
 
 static LEX_STRING spider_init_queries[] = {
   {C_STRING_WITH_LEN(
-    "SET @@SQL_MODE = REPLACE(@@SQL_MODE, 'ORACLE', '');"
+    "SET @@SQL_MODE = REGEXP_REPLACE(@@SQL_MODE, '(ORACLE|NO_ZERO_DATE)', '');"
   )},
   {C_STRING_WITH_LEN(
     "create table if not exists mysql.spider_xa("