replace dep with go modules (#16017)

- guide shamelessly stolen from prometheus/prometheus
- updates local interface of oauth exchange
- updates local impl of hclogger
- bump jaeger client version

closes #16088

vendor/github.com/go-sql-driver/mysql/infile.go

@@ -174,8 +174,7 @@ func (mc *mysqlConn) handleInFileRequest(name string) (err error) {
 
 	// read OK packet
 	if err == nil {
-		_, err = mc.readResultOK()
-		return err
+		return mc.readResultOK()
 	}
 
 	mc.readPacket()