MDEV-33616 Tests failing on macOS

[DaveGosselin-MariaDB]

MDEV-33616 Tests failing on macOS

These tests rely on THR_KEY_mysys but it is not initialized.  On
Linux, the corresponding thread variable is null, but on macOS it has a
nonzero value.  In all cases, initialize the variable explicitly by
calling MY_INIT and my_end appropriately.

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[vuvova]

We could call MY_INIT, however some memory is leaked on test program exit in that case

did you pair it with my_end() at the end?

[DaveGosselin-MariaDB]

We could call MY_INIT, however some memory is leaked on test program exit in that case

did you pair it with my_end() at the end?

I saw the MY_INIT macro standing alone and didn't know about my_end(). I tried that and it works, so I'll deliver that instead of the factoring-based approach.