Hi again @Richard Ayo,
Found this bug report: https://bugs.mysql.com/bug.php?id=66659
It refers specifically to Pentaho (version 4.3) and MySQL (version 5.6.6 - the one that removed that syntax).
It seems that the option is added by the driver itself...
As a workaround, it is stated that using connector version 5.1.26 works with Pentaho.
But, logically thinking, that would mean that any subsequent version would also work (as the "SET OPTION" would have been removed from the code)... and you say that you tested 5.1.42...
Maybe you're using this syntax somewhere?
Note that there's always the option of downgrading MySQL to a version prior to 5.6.6.
Regards,
Sérgio Ribeiro
Porto - Portugal