memcheck for C SDK

[ericwolz]

Checklist

• [ ] I have read the [contribution guidelines] (https://github.com/Azure/azure-iot-sdk-c/blob/main/.github/CONTRIBUTING.md).
• [ ] I added or modified the existing tests to cover the change (we do not allow our test coverage to go down).
• If this is a modification that impacts the behavior of a public API
  • [ ] I edited the corresponding document in the devdoc folder and added or modified requirements.
• I submitted this PR against the correct branch:
  • [ ] This pull-request is submitted against the main branch.
  • [ ] I have merged the latest main branch prior to submission and re-merged as needed after I took any feedback.
  • [ ] I have squashed my changes into one with a clear description of the change.

Reference/Link to the issue solved with this PR (if any)

Description of the problem

Description of the solution