Consistently error when allocation request fails

[MichaelChirico]

Part of #1115

Also

• More consistently put the corresponding error on its own line, good for code coverage
• More consistently free() all objects when we allocate several consecutively
• Don't do the checking for Calloc(), which is very explicitly advertised not to need this checking: https://cran.r-project.org/doc/manuals/r-release/R-exts.html#User_002dcontrolled-memory

TODO:

• Just use free(); free(); instead of if (.) free(.), for conciseness
• Consistency in error for translation purposes
• Come up with a way to prevent backsliding

[github-actions]

Generated via commit 1cb8e1a

Download link for the artifact containing the test results: ↓ atime-results.zip

Time taken to finish the standard R installation steps: 12 minutes and 31 seconds

Time taken to run atime::atime_pkg on the tests: 3 minutes and 32 seconds

[tdhock]

this looks good to me. Thanks!
maybe add a NEWS item about the linter?