As reported by Sean Johnston in bug #14614, since 9.6 the planner can fail
due to trying to look up the referent of a Var with varno 0.  This happens
because we generate such Vars in generate_append_tlist, for lack of any
better way to describe the output of a SetOp node.  In typical situations
nothing really cares about that, but given nested set-operation queries
we will call estimate_num_groups on the output of the subquery, and that
wants to know what a Var actually refers to.  That logic used to look at
subquery->targetList, but in commit 3fc6e2d7 I'd switched it to look at
subroot->processed_tlist, ie the actual output of the subquery plan not the
parser's idea of the result.  It seemed like a good idea at the time :-(.
As a band-aid fix, change it back.

Really we ought to have an honest way of naming the outputs of SetOp steps,
which suggests that it'd be a good idea for the parser to emit an RTE
corresponding to each one.  But that's a task for another day, and it
certainly wouldn't yield a back-patchable fix.

Report: https://postgr.es/m/20170407115808.25934.51866@wrigleys.postgresql.org