http-client: fix memory allocation issues found by static analyser

components/esp_http_client/esp_http_client.c

@@ -621,14 +621,22 @@ esp_err_t esp_http_client_cleanup(esp_http_client_handle_t client)
     }
     esp_http_client_close(client);
     esp_transport_list_destroy(client->transport_list);
-    http_header_destroy(client->request->headers);
-    free(client->request->buffer->data);
-    free(client->request->buffer);
-    free(client->request);
-    http_header_destroy(client->response->headers);
-    free(client->response->buffer->data);
-    free(client->response->buffer);
-    free(client->response);
+    if (client->request) {
+        http_header_destroy(client->request->headers);
+        if (client->request->buffer) {
+            free(client->request->buffer->data);
+        }
+        free(client->request->buffer);
+        free(client->request);
+    }
+    if (client->response) {
+        http_header_destroy(client->response->headers);
+        if (client->response->buffer) {
+            free(client->response->buffer->data);
+        }
+        free(client->response->buffer);
+        free(client->response);
+    }
 
     free(client->parser);
     free(client->parser_settings);
@@ -700,7 +708,10 @@ esp_err_t esp_http_client_set_url(esp_http_client_handle_t client, const char *u
 
     if (purl.field_data[UF_HOST].len) {
         http_utils_assign_string(&client->connection_info.host, url + purl.field_data[UF_HOST].off, purl.field_data[UF_HOST].len);
-        HTTP_MEM_CHECK(TAG, client->connection_info.host, return ESP_ERR_NO_MEM);
+        HTTP_MEM_CHECK(TAG, client->connection_info.host, {
+            free(old_host);
+            return ESP_ERR_NO_MEM;
+        });
     }
     // Close the connection if host was changed
     if (old_host && client->connection_info.host