/usr/include/mysql/mysql/psi/ is in libmysqlclient-dev 5.7.21-1ubuntu1.
This file is owned by root:root, with mode 0o755.
..
/usr/include/mysql/mysql/psi/mysql_file.h
/usr/include/mysql/mysql/psi/mysql_idle.h
/usr/include/mysql/mysql/psi/mysql_mdl.h
/usr/include/mysql/mysql/psi/mysql_memory.h
/usr/include/mysql/mysql/psi/mysql_ps.h
/usr/include/mysql/mysql/psi/mysql_socket.h
/usr/include/mysql/mysql/psi/mysql_sp.h
/usr/include/mysql/mysql/psi/mysql_stage.h
/usr/include/mysql/mysql/psi/mysql_statement.h
/usr/include/mysql/mysql/psi/mysql_table.h
/usr/include/mysql/mysql/psi/mysql_thread.h
/usr/include/mysql/mysql/psi/mysql_transaction.h
/usr/include/mysql/mysql/psi/psi.h
/usr/include/mysql/mysql/psi/psi_base.h
/usr/include/mysql/mysql/psi/psi_memory.h