sql: remove 'BEGIN TRANSACTION'

Previously "BEGIN" / "BEGIN TRANSACTION", "COMMIT TRANSACTION" /
"END" / "END TRANSACTION", "ROLLBACK TRANSACTION" could be used
to handle transactions. By changing these commands syntax in
parser we're aiming on getting closer to ANSI SQL. Also found
initialization in ifdef that caused some problems with error
messages in occasions when the wrong syntax was used.

With the patch applied only following commands can be used:
 - "START TRANSACTION" to begin transaction.
 - "COMMIT" to end transaction.
 - "ROLLBACK" to rollback transaction without savepoints.
 - "ROLLBACK TO .." to rollback transaction to savepoint.

Closes #2164