Add vp to request->packet->vps

Closes Coverity #982103
pairparsevalue() returns int, not VALUE_PAIR*

To avoid the caller doing: vp = pairparsevalue(vp, "nonsense")
and leaking vp

Closes Coverity #982102
Close newfd on error

Closes Coverity #982101
Close fd on error

Fixes Coverity #982099
Free vp on error

Closes coverity #982098