How to reproduce

1. Create a simple Spider table with one or more remotes, and insert a big load of records (in my case, 10,000,000 records).
2. On a shell session A, connect to Spider with a CLI client, fetch the whole table with "SELECT * FROM <table_name>", so it can take quite a while for remotes to finish.
3. Open another shell session B and connect to one of the remotes with a CLI client, then run "SHOW PROCESSLIST" and it should be seen the query is executing on the remote.
4. On shell session A, hit CTRL-C to kill the query on Spider, and should be able to see

^CCtrl-C -- query killed. Continuing normally.

^CCtrl-C -- query killed. Continuing normally.

ERROR 2013 (HY000): Lost connection to MySQL server during query

4. Switch to shell session B, run "SHOW PROCESSLIST" again, and it should be seen the query is still running.
5. Switch to shell session A again, start a new connection to Spider (since the last one was killed), run "SHOW PROCESSLIST", and the query on Spider is also still running (with a "killed" status).

What's the problem

There are two problems on this matter:
1. Spider does not check thd->killed frequently enough to be aware of the query status.
2. When/if Spider realizes the query is killed, it does not make effort to kill the propagated queries on remotes.