More investigation:

savepoint tx_0; is not needed, same behavior happen with following test case:

mysql> create table test (value int) engine=innodb;

Query OK, 0 rows affected (19.57 sec)

mysql> begin;
Query OK, 0 rows affected (0.00 sec)

mysql> insert into test set value = 1;
Query OK, 1 row affected (0.00 sec)

mysql> rollback to savepoint tx_0;
ERROR 1305 (42000): SAVEPOINT tx_0 does not exist
mysql> 
[3]+  Stopped                 ../bin/mysql -uroot -h127.0.0.1 -P13000 -P13000 test
sveta@thinkie:~/build/mysql-5.6/mysql-test> ps -ef | grep mysql
sveta     7723  2371  0 13:56 pts/1    00:00:00 ../bin/mysql -uroot -h127.0.0.1 -P13000 employees
sveta    31861  7298  0 23:02 pts/3    00:00:00 /usr/bin/perl ./mtr --start --suite=rpl rpl_alter --mysqld=--gtid_mode=ON --mysqld=--log-slave-updates --mysqld=--enforce-gtid-consistency --mysqld=--binlog-format=row
sveta    31891 31861  0 23:02 pts/3    00:00:00 /usr/bin/perl ./mtr --start --suite=rpl rpl_alter --mysqld=--gtid_mode=ON --mysqld=--log-slave-updates --mysqld=--enforce-gtid-consistency --mysqld=--binlog-format=row
sveta    31892 31891  0 23:02 pts/3    00:00:00 ./lib/My/SafeProcess/my_safe_process -- /home/sveta/build/mysql-5.6/bin/mysqld --defaults-group-suffix=.1 --defaults-file=/home/sveta/build/mysql-5.6/mysql-test/var/my.cnf --log-output=file --loose-debug-sync-timeout=600 --default-storage-engine=MyISAM --default-tmp-storage-engine=MyISAM --gtid_mode=ON --log-slave-updates --enforce-gtid-consistency --binlog-format=row --core-file
sveta    31893 31892  0 23:02 pts/3    00:00:00 /home/sveta/build/mysql-5.6/bin/mysqld --defaults-group-suffix=.1 --defaults-file=/home/sveta/build/mysql-5.6/mysql-test/var/my.cnf --log-output=file --loose-debug-sync-timeout=600 --default-storage-engine=MyISAM --default-tmp-storage-engine=MyISAM --gtid_mode=ON --log-slave-updates --enforce-gtid-consistency --binlog-format=row --core-file
sveta    31910 31891  0 23:03 pts/3    00:00:00 ./lib/My/SafeProcess/my_safe_process -- /home/sveta/build/mysql-5.6/bin/mysqld --defaults-group-suffix=.2 --defaults-file=/home/sveta/build/mysql-5.6/mysql-test/var/my.cnf --log-output=file --loose-debug-sync-timeout=600 --default-storage-engine=MyISAM --default-tmp-storage-engine=MyISAM --gtid_mode=ON --log-slave-updates --enforce-gtid-consistency --binlog-format=row --core-file
sveta    31911 31910  0 23:03 pts/3    00:00:00 /home/sveta/build/mysql-5.6/bin/mysqld --defaults-group-suffix=.2 --defaults-file=/home/sveta/build/mysql-5.6/mysql-test/var/my.cnf --log-output=file --loose-debug-sync-timeout=600 --default-storage-engine=MyISAM --default-tmp-storage-engine=MyISAM --gtid_mode=ON --log-slave-updates --enforce-gtid-consistency --binlog-format=row --core-file
sveta    31948  7298  0 23:03 pts/3    00:00:00 ../bin/mysql -uroot -h127.0.0.1 -P13000 -P13000 test
sveta    31991  7298  0 23:05 pts/3    00:00:00 grep --color=auto mysql
sveta@thinkie:~/build/mysql-5.6/mysql-test> kill -9 31948
[3]+  Killed                  ../bin/mysql -uroot -h127.0.0.1 -P13000 -P13000 test
sveta@thinkie:~/build/mysql-5.6/mysql-test> 
sveta@thinkie:~/build/mysql-5.6/mysql-test> mysqlmtr -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 4
Server version: 5.6.27-debug-log Source distribution

Copyright (c) 2000, 2015, 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> select * from test;
+-------+
| value |
+-------+
|     1 |
+-------+
1 row in set (0.00 sec)

mysql> \q
Bye

Workaround: issue any statement after "rollback to savepoint tx_0;", even SELECT 1; would prevent changes to be committed.

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