+1 to answer from @MatteoRagni for showing how to do stdin redirection in Golang.
But here's a simple alternative that I use:
cmd := exec.Command("/usr/local/mysql/bin/mysql", "-h127.0.0.1", "-P3333", "-uusr", "-pPassxxx", "-Ddtb_test", "-e", "source /Users/XXX/Documents/test/scripts/olds/SCRIPT_XXX.sql")
You don't have to make the mysql client read the script using stdin redirection. Instead, you can make the mysql client execute a specific command, which is
P.S.: I also would not put the host, port, user, and password in your code. That means you have to recompile your program any time you change those connection parameters. Also it's not secure to use passwords in plaintext on the command-line. Instead, I'd put all the connection parameters into a defaults file and use