there was two problems about charsets in embedded server
1. mysys/charset.c - defined there default_charset_info variable is
modified by both server and client code (particularly when
--default-charset option is handled)
In embedded server we get two codelines modifying one variable.
I created separate default_client_charset_info for client code

2. mysql->charset and mysql->options.charset initialization isn't
properly done for embedded server - necessary calls added