Fix yet another regression after MDEV-3885.

If connection kills itself (or own query), it will get an error consistently,
with both COM_PROCESSKILL and with "KILL [QUERY] id"

sql/sql_parse.cc

@@ -6717,8 +6717,10 @@ void sql_kill(THD *thd, ulong id, killed_state state)
   uint error;
   if (!(error= kill_one_thread(thd, id, state)))
   {
-    if ((!thd->killed) || (thd->thread_id == id && thd->killed >= KILL_CONNECTION))
+    if ((!thd->killed))
       my_ok(thd);
+    else
+      my_error(killed_errno(thd->killed), MYF(0), id);
   }
   else
     my_error(error, MYF(0), id);

tests/mysql_client_test.c

@@ -18566,7 +18566,7 @@ static void test_mdev3885()
   myheader("test_mdev3885");
   conn= client_connect(0, MYSQL_PROTOCOL_TCP, 0);
   rc= mysql_kill(conn, mysql_thread_id(conn));
-  DIE_UNLESS(rc == 0);
+  DIE_UNLESS(rc);
   mysql_close(conn);
 }