async api (connect) kill thread silently if connect failed.

below code from libmariadb.c, 2095 line, mthd_my_real_connect

error:

  reset_sigpipe(mysql);

  DBUG_PRINT("error",("message: %u (%s)",net->last_errno,net->last_error));

  {

    /* Free alloced memory */

    end_server(mysql);

    /* only free the allocated memory, user needs to call mysql_close */

    mysql_close_memory(mysql);

    if (!(((ulong) client_flag) & CLIENT_REMEMBER_OPTIONS))

      mysql_close_options(mysql);

  }

  DBUG_RETURN(0);

if this function fails, if you don't set CLIENT_REMEMBER_OPTIONS,
mysql_close_options called.
in mysql_close_options, my_context_destroy called, and DestroyFiber called on windows.
if fails occured on mysql_real_connect_cont (on coroutine) ... current thread will be gone.

resolve:
1. use CLIENT_REMEMBER_OPTIONS flag.
2. do not call mysql_close_options on mthd_my_real_connect. cleanup should be outside of coroutine.