Don't use an uninitialized link on an error path

Don't use an uninitialized link on an error path

Move the block on the error path, where the link is checked, to a place
where it makes sense, to avoid accessing an unitialized link when
jumping to the 'cleanup_query' label from 4 different places. The link
is initialized only after those jumps happen.

In addition, initilize the link when creating the object, to avoid
similar errors.