chg: set CHGHG before connecting to command server

cf4d2f31660d (!523 (merged)) changed chg to set CHGHG itself when spawning a new command server, in order to ensure that the path to the hg executable would be checked during server validation. (This is mostly useful when chg is built with HGPATHREL).

However, that change broke chg because it failed to set CHGHG before trying to connect to an existing command server. This means that if CHGHG is not present in the environment, chg will always spawn a new command server, entirely negating the point of chg. This bug wasn't initially caught because of the difficulty of writing automated tests with the HGPATHREL feature enabled, which meant the change was only tested manually to make sure that it fixed the problem with HGPATHREL that prompted the change.

In practice, this functionality is only really useful when chg is built with HGPATHREL, so I considered wrapping it in an #ifdef to preserve the old behavior by default. However, this makes it hard to write tests since one would have to explicitly set HGPATHREL=1 when running run-tests.py (which is why the original change lacked tests). It would be great if there were a way of testing features that are gated behind conditional compilation.