Request should not be null here.
Avoid to dereference a null index when HAVE_TRACING.
Simplify logic, and free loc in all cases.
Misc cleanups.

* stat'ing the directory before mkdir is just wrong (race condition),
  remove this test and let fopen report any error;
* use mode 0777 for mkdir, and let the user adjust his umask;
* use xbt_free() instead of free();
* remove useless tests before xbt_{dict,dynar}_free();
* and the usual reindent.