Removed `goto fail` code with `unique_ptr`.

Previously, UDPTransport::SendMessageInternal dynamically allocated a char[] and used a goto fail to make sure that it was properly deleted. Something like:

    char *buf = new char[100];
    if (...) {
        ...
        goto fail;
    } else if (...) {
        ...
        goto fail;
    } else {
        ...
    }

fail:
     delete [] buf;
     return false;

Now, the array is stored in a unique_ptr so that it's properly deallocated when the function returns, without needing the goto fail.