Fix a few leaks in the Windows UI code.
Clean up double creation of memory debugger.
Optimize symbol map in debug mode a bit more.

Avoid UpdateActiveSymbols().
Allow double PSP_Shutdown() without any error.

We call it in a few places to "ensure" shutdown, e.g. before resetting,
but there are cases of double-shutdown.  Let's allow it since there's
there shouldn't be any multithreading here.
Small optimization: avoid fallback if possible.

Speeds up symbol map loading a little bit (when inserting new items.)
Don't add to the symbol map what was found there.

Wasn't hurting anything, but slight hit on performance.
Optimize searching for existing symbols.

Checking every time is slow, we should just skip by the address.  Some is
just the locking overhead.
Don't need to check inited for PSP_Shutdown() now.
Merge pull request #5452 from unknownbrackets/win-fixes

Clean up some Windows leaks, optimize symbol map a bit