Creation of Temp Table Anomaly

One of our replication slave broke last night. This is another strange one. I have multiple slaves running under version 4.1.19 (yup, this is an old one, hehe). But for some strange reason, only one replication slave exhibited the following behavior: It would seem like it cannot create a temporary table while other replication slaves have no problem with it. See below for the example.

mysql> create temporary table abc (id int);
ERROR 1046 (3D000): No database selected

mysql> \u customer
Reading table information for completion of table and column names
You can turn off this feature to get a quicker startup with -A
Database changed

mysql> create temporary table abc (id int);
ERROR 1049 (42000): Unknown database 'customer'

mysql> create table abc (id int);
Query OK, 0 rows affected (0.01 sec)

mysql> \u test
Reading table information for completion of table and column names
You can turn off this feature to get a quicker startup with -A
Database changed

mysql> create temporary table abc (id int);
ERROR 1049 (42000): Unknown database 'test'

mysql> create table abc (id int);
Query OK, 0 rows affected (0.01 sec)


As you can see, creating permanent tables is not a problem. But creating temporary tables on different databases is an issue. I wonder if anyone has seen this? And take note that only one replication slave is showing this error, while other slaves are working just fine.