colo-proxy: fix memory leak

Fix memory leak in colo-compare.c and filter-rewriter.c
Report by Coverity and add some comments.

Signed-off-by: Zhang Chen <zhangchen.fnst@cn.fujitsu.com>
Reviewed-by: zhanghailiang <zhang.zhanghailiang@huawei.com>
Signed-off-by: Jason Wang <jasowang@redhat.com>
