multi_runsingle: fix memory leak

Coverity CID 1202837. There's a potential risk that 'newurl' gets
overwritten when it was already pointing to allocated memory.
detect_proxy: fix possible single-byte memory leak

Coverity CID 1202836. If the proxy environment variable returned an empty
string, it would be leaked. While an empty string is not really a proxy, other
logic in this function already allows a blank string to be returned so allow
that here to avoid the leak.