If an error is generated while a COM_CHANGE_USER is being done, it would
always use the sequence number 1. To properly handle this case and send
the correct sequence number, the COM_CHANGE_USER progress needs to be
tracked at the session level.
The information needs to be shared between the backend and client
protocols as the final OK to the COM_CHANGE_USER, with the sequence number
3, is the one that the backend server returns. Only after this response
has been received and routed to the client can the COM_CHANGE_USER
processing stop.
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