Review checks for failure of FrLdrHeapAllocateEx()/FrLdrHeapAlloc()/FrLdrTempAlloc() (and wrappers) calls

(Follow-up to CORE-12623, which added 3 missing checks.)

Failure checks are using different code patterns,
some (more) are even missing.

FrLdrHeapAllocateEx (grep) calls are fine.

Let us first complete FrLdrHeapAlloc (grep) calls,
then I will review FrLdrTempAlloc (grep) calls,
then I will review calls of allocate functions which wrap around these three functions.