Use PgSQL memory management

[pramsey]

Watch out for lifetimes of objects, in particular need to switch into top memory context for the long-lived elements (context) while staying in statement context for short-lived objects.

[sfc-gh-pramsey]

Note that curl is taking copies of strings in set_opt and that opts have longer lifespans than queries, so all opt handling needs to be wrapped in a change in context to an upper context.