debuginfod: Fix some memory leaks on debuginfod-client error paths.
In a couple of places we might leak some memory when we encounter
an error. tmp_url might leak if realloc failed. escaped_string might
leak when setting up the data handle fails and we don't use it.
And one of the goto out1 should have been goto out2 to make sure
we release all allocated resources on exit (also updated a wrong
comment about that).