spider_db_init(): Do not return uninitialized error_num

If the allocation of spider_table_sts_threads failed,
we would DBUG_RETURN(error_num) without having initialized
it earlier.

Pre-initialize error_num to HA_ERR_OUT_OF_MEM and remove
a lot of assignments that thus became redundant.

This error was introduced in 207594af
(Spider 3.3.13).