The out of memory error was thrown when the sort buffer size were too small.
This led to a user confusion.

Now filesort throws the error message about sort buffer being too small.


mysql-test/t/order_by.test:
  Added a test case for the bug#31590: Wrong error message on sort buffer being too small.
mysql-test/r/order_by.result:
  Added a test case for the bug#31590: Wrong error message on sort buffer being too small.
sql/filesort.cc:
  Bug#31590: Wrong error message on sort buffer being too small.
  Now filesort throws the error message about sort buffer being too small
  instead of out of memory error.