MXS-1921: Explain why session was closed

When a client connection is closed by MaxScale before the client initiates
a controlled closing of the connection, an error message is sent. This
error message now also explains why the connection was closed to make
problem resolution easier.

server/modules/protocol/MySQL/mysql_common.cc

@@ -1704,6 +1704,7 @@ static bool kill_func(DCB *dcb, void *data)
         else
         {
             // DCB is not yet connected, send a hangup to forcibly close it
+            dcb->session->close_reason = SESSION_CLOSE_KILLED;
             poll_fake_hangup_event(dcb);
         }
     }