Fix leaking of returned directory from FileDirectoryFactory::Create.

Fixes Coverity CID 1126046
Just throw exception, rather than a pointer to an exception,

Fix Coverity CID 1126049
Add check that stream->codec is not null.

If it could be null in the previous test, it could be null in this test.

Fixes Coverity CID 1020979
Move null check before anything references m_pFrame.

Fixes Coverity CID 1126047
If a font attachment has no nameTag...
... a stream still needs to be created.

This stops the code just after the switch from dereferencing a null stream.

Fixes Coverity CID 1020980