- It turns out, there are statements that will call lex_start(thd->lex) 
  after parsing has been finished. lex_start() will set lex->explain=NULL,
  which will lose the pointer to already allocated Explain_plan object.
- To get rid of this, switch to lazy creation of lex->explain.  Now, it is 
  created only when we get a part ot query plan.