Get rid of unchecked calls to malloc

Source/dthread.cpp

@@ -81,6 +81,8 @@ void dthread_send_delta(int pnum, _cmd_id cmd, byte *pbSrc, int dwLen)
 	}
 
 	pkt = static_cast<TMegaPkt *>(std::malloc(dwLen + 20));
+	if (pkt == nullptr)
+		app_fatal("Failed to allocate memory");
 	pkt->pNext = nullptr;
 	pkt->dwSpaceLeft = pnum;
 	pkt->data[0] = static_cast<byte>(cmd);

Source/msg.cpp

@@ -60,6 +60,8 @@ void GetNextPacket()
 	TMegaPkt *result;
 
 	sgpCurrPkt = static_cast<TMegaPkt *>(std::malloc(sizeof(TMegaPkt)));
+	if (sgpCurrPkt == nullptr)
+		app_fatal("Failed to allocate memory");
 	sgpCurrPkt->pNext = nullptr;
 	sgpCurrPkt->dwSpaceLeft = sizeof(result->data);
 

Source/tmsg.cpp

@@ -38,6 +38,8 @@ void tmsg_add(byte *pbMsg, uint8_t bLen)
 	TMsg **tail;
 
 	TMsg *msg = static_cast<TMsg *>(std::malloc(bLen + sizeof(*msg)));
+	if (msg == nullptr)
+		app_fatal("Failed to allocate memory");
 	msg->hdr.pNext = nullptr;
 	msg->hdr.dwTime = SDL_GetTicks() + gnTickDelay * 10;
 	msg->hdr.bLen = bLen;

Source/utils/thread.cpp

@@ -35,7 +35,7 @@ SDL_Thread *CreateThread(void (*handler)(), SDL_threadID *threadId)
 event_emul *StartEvent()
 {
 	event_emul *ret;
-	ret = (event_emul *)malloc(sizeof(event_emul));
+	ret = new event_emul();
 	ret->mutex = SDL_CreateMutex();
 	if (ret->mutex == nullptr) {
 		ErrSdl();
@@ -51,7 +51,7 @@ void EndEvent(event_emul *event)
 {
 	SDL_DestroyCond(event->cond);
 	SDL_DestroyMutex(event->mutex);
-	free(event);
+	delete event;
 }
 
 void SetEvent(event_emul *e)