Is it possible to change the decimal comma from "." (dot) to other character (comma) in MySQL output? I don't want to use functions like FORMAT, I just want to use all the queries I normaly use without any modification. I'm looking for some setting (of some variable, locale etc.). I tried to search the manual but without success.
No, you can't. That's the SQL standard and MySQL complies with it (in that point at least).
The problem is not really with output (as you mention, there are various FORMAT functions in most DBMSs) but with INSERT. If you could use comma , for example as decimal point (that's common in other locales) which is aslo used as values separator, Inserts would become ambiguous. See my answer in the question: insert-non-english-decimal-points-in-mysql