Fix of BUG#45632 (http://bugs.mysql.com/bug.php?id=45632) - sharing non default debug settings between sessions. This bugfix proposed by Monty.

mysql-test/r/variables_debug.result:
  Test that sessions do not share the same session debug variable.
mysql-test/t/variables_debug.test:
  Test that sessions do not share the same session debug variable.
sql/set_var.cc:
  As soon as default setting are shared between sessions we should push dbug state before changing debug setting first time.