Thank you for the feedback.

I used your Lua script with few more print functions for debugging and fresh 0.8.3 MySQL Proxy.

See below.

In one terminal:

[sveta@delly bug67178]$ pwd
/home/sveta/MySQL/bugs/bug67178
[sveta@delly bug67178]$ cat example_load_data_infile.lua 
--[[
  * Example how can be change destination table of
  * a LOAD DATA LOCAL INLINE statement.
]]

function split(str, pat)
   local t = {}  -- NOTE: use {n = 0} in Lua-5.0
   local fpat = "(.-)" .. pat
   local last_end = 1
   local s, e, cap = str:find(fpat, 1)
   while s do
      if s ~= 1 or cap ~= "" then
	 table.insert(t,cap)
      end
      last_end = e+1
      s, e, cap = str:find(fpat, last_end)
   end
   if last_end <= #str then
      cap = str:sub(last_end)
      table.insert(t, cap)
   end
   return t
end

------------------------------------------------------------------------------------------
-- Read client query and inject function for LOAD DATA INFILE LOCAL query
------------------------------------------------------------------------------------------
function read_query(packet)
  if packet:byte() ~= proxy.COM_QUERY then return end

  local q = packet:sub(2)

  if DEBUG then
    log( "Received query: " .. q, MSG_IMPORTANT )
  end

print("Received query: " .. q)

  if string.find( string.lower( q ), 'load data local' ) then

    local table_name = split( q, "%s" )
    local tbl_name  = string.gsub( table_name[8], "`", "" )
    local file_name = string.gsub( table_name[5], "'", "" )

    local tmp_table = "NEW_TABLE"

      proxy.queries:append(
        1,
        string.char(proxy.COM_QUERY) .. "LOAD DATA INFILE '" .. file_name .. "' INTO TABLE `" .. tmp_table .. "`",
        { resultset_is_needed = true }
      )

      proxy.queries:append(
        2,
        string.char(proxy.COM_QUERY) .. "SHOW WARNINGS",
        { resultset_is_needed = true }
      )

  else
    proxy.queries:append( 1, packet, { resultset_is_needed = true } )
  end

  return proxy.PROXY_SEND_QUERY

end
------------------------------------------------------------------------------------------

------------------------------------------------------------------------------------------
-- Catch result and send result to client
------------------------------------------------------------------------------------------
function read_query_result(inj)

  local res = assert(inj.resultset)

  if inj.id == 2 then
    return proxy.PROXY_IGNORE_RESULT
  end

  proxy.response = {
    type = proxy.MYSQLD_PACKET_OK,
    affected_rows = inj.resultset.affected_rows
  }

end
------------------------------------------------------------------------------------------

In second terminal:

[sveta@delly mysqlpackages]$ mv ~/Downloads/mysql-proxy-0.8.3-linux-glibc2.3-x86-64bit.tar.gz .
[sveta@delly mysqlpackages]$ tar -xzf mysql-proxy-0.8.3-linux-glibc2.3-x86-64bit.tar.gz 
[sveta@delly mysqlpackages]$ cd mysql-proxy-0.8.3-linux-glibc2.3-x86-64bit
[sveta@delly mysql-proxy-0.8.3-linux-glibc2.3-x86-64bit]$ ls
bin  include  lib  libexec  licenses  share
[sveta@delly mysql-proxy-0.8.3-linux-glibc2.3-x86-64bit]$ ./bin/mysql-proxy --proxy-backend-addresses=127.0.0.1:13000 --proxy-lua-script=/home/sveta/MySQL/bugs/bug67178/example_load_data_infile.lua 
2013-01-10 20:10:36: (critical) plugin proxy 0.8.3 started
Received query: show databases
Received query: show tables
Received query: select @@version_comment limit 1
Received query: load data infile into table t1 'bug67178.csv'
Received query: load data infile into table t1 file 'bug67178.csv'
Received query: load data infile 'bug67178.csv' into table t1
Received query: select * from t1
Received query: load data local infile 'bug67178.csv' into table t1
Received query: create table NEW_TABLE like t1
Received query: select * from NEW_TABLE
Received query: load data local infile 'bug67178.csv' into table not_existent
Received query: select * from NEW_TABLE

In third terminal:

[sveta@delly mysql-test]$ Logging: ./mtr  --start innodb
2013-01-10 20:05:55 32579 [Note] Plugin 'FEDERATED' is disabled.
2013-01-10 20:05:55 32579 [Note] Binlog end
2013-01-10 20:05:55 32579 [Note] Shutting down plugin 'CSV'
2013-01-10 20:05:55 32579 [Note] Shutting down plugin 'MyISAM'
MySQL Version 5.7.1
Checking supported features...
 - SSL connections supported
 - binaries are debug compiled
Collecting tests...
Checking leftover processes...
 - found old pid 7344 in 'mysqld.1.pid', killing it...
   process did not exist!
Removing old var directory...
Creating var directory '/home/sveta/src/mysql-trunk/mysql-test/var'...
Installing system database...
Using server port 49088

==============================================================================

TEST                                      RESULT   TIME (ms) or COMMENT
--------------------------------------------------------------------------

worker[1] Using MTR_BUILD_THREAD 300, with reserved ports 13000..13009
worker[1] 
Started [mysqld.1 - pid: 32610, winpid: 32610]
worker[1] Using config for test innodb.innodb
worker[1] Port and socket path for server(s):
worker[1] mysqld.1  13000  /home/sveta/src/mysql-trunk/mysql-test/var/tmp/mysqld.1.sock
worker[1] Waiting for server(s) to exit...

[sveta@delly mysql-test]$ ../client/mysql -uroot -h 127.0.0.1 -P13000 test
Welcome to the MySQL monitor.  Commands end with ; or \g.
Your MySQL connection id is 1
Server version: 5.7.1-m11-debug-log Source distribution

Copyright (c) 2000, 2012, Oracle and/or its affiliates. All rights reserved.

Oracle is a registered trademark of Oracle Corporation and/or its
affiliates. Other names may be trademarks of their respective
owners.

Type 'help;' or '\h' for help. Type '\c' to clear the current input statement.

mysql> create table t1(f1 int);
Query OK, 0 rows affected (0.14 sec)

mysql> \q
Bye
[sveta@delly mysql-test]$ cat >var/mysqld.1/data/test/bug67178.csv
1
2
3

^C
[sveta@delly mysql-test]$ ../client/mysql -uroot -h 127.0.0.1 -P13000 test
Reading table information for completion of table and column names
You can turn off this feature to get a quicker startup with -A

Welcome to the MySQL monitor.  Commands end with ; or \g.
Your MySQL connection id is 2
Server version: 5.7.1-m11-debug-log Source distribution

Copyright (c) 2000, 2012, Oracle and/or its affiliates. All rights reserved.

Oracle is a registered trademark of Oracle Corporation and/or its
affiliates. Other names may be trademarks of their respective
owners.

Type 'help;' or '\h' for help. Type '\c' to clear the current input statement.

mysql> \q
Bye
[sveta@delly mysql-test]$ ../client/mysql -uroot -h 127.0.0.1 -P4040 test
Reading table information for completion of table and column names
You can turn off this feature to get a quicker startup with -A

Welcome to the MySQL monitor.  Commands end with ; or \g.
Your MySQL connection id is 3
Server version: 5.7.1-m11-debug-log Source distribution

Copyright (c) 2000, 2012, Oracle and/or its affiliates. All rights reserved.

Oracle is a registered trademark of Oracle Corporation and/or its
affiliates. Other names may be trademarks of their respective
owners.

Type 'help;' or '\h' for help. Type '\c' to clear the current input statement.

mysql> load data infile 'bug67178.csv' into table t1;
Query OK, 4 rows affected, 1 warning (0.00 sec)
Records: 4  Deleted: 0  Skipped: 0  Warnings: 1

mysql> select * from t1;
+------+
| f1   |
+------+
|    1 |
|    2 |
|    3 |
|    0 |
+------+
4 rows in set (0.01 sec)

mysql> load data local infile 'bug67178.csv' into table t1;
ERROR 1146 (42S02): Table 'test.NEW_TABLE' doesn't exist
mysql> create table NEW_TABLE like t1;
Query OK, 0 rows affected (0.14 sec)

mysql> select * from NEW_TABLE;
Empty set (0.00 sec)

mysql> load data local infile 'bug67178.csv' into table not_existent;
Query OK, 4 rows affected, 1 warning (0.00 sec)
Records: 4  Deleted: 0  Skipped: 0  Warnings: 1

mysql> select * from NEW_TABLE;
+------+
| f1   |
+------+
|    1 |
|    2 |
|    3 |
|    0 |
+------+
4 rows in set (0.00 sec)

mysql> 

So everything works fine and I close this report as "Can't repeat"