cleanup: freshen up CREATE SERVER code

* pass LEX_STRING's from the parser, don't ignore the length only to strlen later
* init LEX::server_options only for SERVER commands, not for every statement
* don't put temporary values into a global persistent memroot

but really it's just scratching a surface
MDEV-6311 Add errors on CREATE SERVER

fail CREATE SERVER foreign data wrapper is "mysql"
and neither HOST nor SOCKET are specified.

Also default PORT to 3306 (again, only for foreign
data wrapper "mysql")