ICU-22800 Avoid inconsistent state inside Locale

[FrankYFTang]

There are some memory leak in Locale which is hard to figure out why. Use different variable to track memory allocation to avoid inconsistent state while malloc fail

Checklist

• Required: Issue filed: https://unicode-org.atlassian.net/browse/ICU-22800
• Required: The PR title must be prefixed with a JIRA Issue number.
• Required: The PR description must include the link to the Jira Issue, for example by completing the URL in the first checklist item
• Required: Each commit message must be prefixed with a JIRA Issue number.
• Issue accepted (done by Technical Committee after discussion)
• Tests included, if applicable
• API docs and/or User Guide docs changed or added, if applicable

[roubert]

LGTM