Use bfd_set_filename more

Use bfd_set_filename more

Fixes a few leaks in bfd and ld.

bfd/
	* mach-o.c (bfd_mach_o_fat_member_init): Likewise.  Replace
	xstrdup and xmalloc with bfd_strdup and bfd_malloc.  Return an
	error status.  Adjust calls.
	* vms-lib.c (_bfd_vms_lib_get_module): Test mhd->id earlier.
	Close bfd on failure.  Replace xstrdup/bfd_alloc use with
	bfd_malloc.  Use bfd_set_filename.
gdb/
	* solib-spu.c (spu_bfd_open): Use bfd_set_filename.
	* spu-linux-nat.c (spu_bfd_open): Likewise.
ld/
	* emultempl/pe.em (after_open): Use bfd_set_filename.
	* emultempl/pep.em (after_open): Use bfd_set_filename.