This issue is the client part of MDEV-32931

To support receiving warning via session tracking, the following features have to be implemented:

1) Store warnings in function ma_save_session_track_info
2) Beside setting session variable session_track_warnings via SQL command, provide an option which specifies if and how many warnings should be retrieved - this setting will be set when establishing connection between client and server (init_command):

unsigned int warning_count= 5;

rc= mysql_optionsv(mysql, MARIADB_OPT_WARNING_COUNT, &warning_count);

Warnings will be retrieved via mysql_session_track_get* functions.