proxy: fix a few bugs in error cases

In ping, if the message failed to be allocated we would
deref null.  In start_dbus_request(), if dbus_message_new_method_call
failed we would not close the socketpair.  Finally, in all *_main
functions, if we failed between start_ and complete_dbus_request,
we would leak the message.

Signed-off-by: Serge Hallyn <serge.hallyn@ubuntu.com>