Fix memory leaks in custom executor

[Y--]

When one calls elog(ERROR,... it longjmp out of the current stack leaving no chance for the C++ to be executed.

This PR is a first iteration toward what we want to rationalize (cf. #93 ):

• keep a function with a pure C++ "flavor" (object creation, exceptions, etc.)
• call it in a new wrapper that copies out the error message and uses PG mechanism to throw the error

This fixes #120, even though there still seem to be a small leak with DuckDB's PrepareQuery leftover (to be followed-up separately)

[JelteF]

Tests are still failing it seems after merging with main.

[Y--]

Tests are still failing it seems after merging with main.

Yeah sorry should have kept this in draft - I'm still working on it; this is a simple revert