Always set a configured collation with SET NAMES

A collation index sent in the handshake is silently ignored by a server that
does not know it (gb18030 on MariaDB): the session stayed on utf8mb4 while the
connector encoded and escaped for gb18030, so most high lead bytes could let a
quote end a string literal. SET NAMES is now always issued for a configured
collation; the server refuses a charset it does not have.

thanks to fg0x0 for report