pmproxy: fix regression in test 1543 on early error path
pmproxy: fix regression in test 1543 on early error path

Also add some missing calloc failure checking and early abort.

adfernandes/pcp,adfernandes/pcp,adfernandes/pcp,adfernandes/pcp,adfernandes/pcp,adfernandes/pcp,adfernandes/pcp,adfernandes/pcp