test/overlay: Fix various malloc/free leaks

With the overlay tests now being built in sandbox Coverity has found a
number of issues in the tests.  In short, if malloc ever failed we would
leak the previous mallocs, so we need to do the usual goto pattern to
free each in turn.  Finally, we always looked at the free()d location to
see how many tests had failed for the return code.

Reported-by: Coverity (CID: 167224, 167227, 167230, 167236)
Signed-off-by: Tom Rini <trini@konsulko.com>