I was attempting to setup wordpress for the first time today too and was having some similar problems. Finally seem to have solved it by changing the privileges for my user to be explicitly ‘localhost’ rather than any host ‘%’.
i.e.
GRANT ALL PRIVILEGES ON 'DBname' . * TO 'admin_user'@'localhost';
instead of
GRANT ALL PRIVILEGES ON 'DBname' . * TO 'admin_user'@'%';
HTH someone.
