sql: document unsupported GRANT PROXY in MySQL compatibility

[doc-claw-bot]

What is changed, added or deleted? (Required)

• Add a MySQL compatibility note to sql-statements/sql-statement-grant-privileges.md to clarify that TiDB does not support GRANT PROXY.
• This update is scoped to release-8.5 because it documents the currently published behavior verified in TiDB Cloud Starter.

Which TiDB version(s) do your changes apply to? (Required)

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By default, CHOOSE MASTER ONLY so your changes will be applied to the next TiDB major or minor releases. If your PR involves a product feature behavior change or a compatibility change, CHOOSE THE AFFECTED RELEASE BRANCH(ES) AND MASTER.

For details, see tips for choosing the affected versions.

• master (the latest development version)
• v8.5 (TiDB 8.5 versions)
• v8.4 (TiDB 8.4 versions)
• v8.3 (TiDB 8.3 versions)
• v8.2 (TiDB 8.2 versions)
• v8.1 (TiDB 8.1 versions)
• v7.5 (TiDB 7.5 versions)
• v7.1 (TiDB 7.1 versions)
• v6.5 (TiDB 6.5 versions)

What is the related PR or file link(s)?

• This PR is translated from:
• Other reference link(s): https://docs.pingcap.com/tidb/stable/sql-statement-grant-privileges/

AI agent involvement

• The changes in this PR were primarily made by an AI agent on behalf of the PR author.

Do your changes match any of the following descriptions?

• Delete files
• Change aliases
• Need modification after applied to another branch
• Might cause conflicts after applied to another branch

Summary by CodeRabbit

• Documentation
  • Clarified MySQL compatibility details for GRANT <privileges>.
  • Noted that TiDB does not support GRANT PROXY.

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ℹ️ Recent review info

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📥 Commits

Reviewing files that changed from the base of the PR and between 901e176 and 921402b.

📒 Files selected for processing (1)

• sql-statements/sql-statement-grant-privileges.md

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📝 Walkthrough

Walkthrough

The MySQL compatibility section for GRANT <privileges> now states that TiDB does not support GRANT PROXY.

Changes

GRANT PROXY compatibility

Layer / File(s)	Summary
Document GRANT PROXY compatibility sql-statements/sql-statement-grant-privileges.md	Adds a MySQL compatibility bullet that documents the unsupported GRANT PROXY statement in TiDB.

Estimated code review effort: 1 (Trivial) | ~2 minutes

Merge Risk: ⚪ Minimal · up to 92140

The GRANT privileges reference now documents that TiDB does not support GRANT PROXY. The documentation-only change is ready to merge with no identified current risk.

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title clearly and concisely describes the documented MySQL compatibility limitation: unsupported GRANT PROXY syntax.
Description check	✅ Passed	The description explains the change, identifies the affected TiDB version, provides a reference link, and records AI involvement. The optional first-time contributor section is not required.
Docstring Coverage	✅ Passed	No functions found in the changed files to evaluate docstring coverage. Skipping docstring coverage check. Docstring coverage is scoped to functions touched by this diff. Analyzed 0 functions across 0…
Linked Issues check	✅ Passed	Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check	✅ Passed	Check skipped because no linked issues were found for this pull request.

✨ Finishing Touches

🧪 Generate unit tests (beta)

• Create PR with unit tests

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