Bug #45962: memory leak after 'sort aborted' errors

When the function exits with an error it was not
freeing the local Unique class instance.
Fixed my making sure all the places where the function
returns from are freeing the Unique instance 

sql/opt_range.cc

@@ -8065,21 +8065,28 @@ int QUICK_INDEX_MERGE_SELECT::read_keys_and_merge()
       if (cur_quick->file->inited != handler::NONE) 
         cur_quick->file->ha_index_end();
       if (cur_quick->init() || cur_quick->reset())
+      {
+        delete unique;
         DBUG_RETURN(1);
       }
+    }
 
     if (result)
     {
       if (result != HA_ERR_END_OF_FILE)
       {
         cur_quick->range_end();
+        delete unique;
         DBUG_RETURN(result);
       }
       break;
     }
 
     if (thd->killed)
+    {
+      delete unique;
       DBUG_RETURN(1);
+    }
 
     /* skip row if it will be retrieved by clustered PK scan */
     if (pk_quick_select && pk_quick_select->row_in_ranges())
@@ -8088,8 +8095,10 @@ int QUICK_INDEX_MERGE_SELECT::read_keys_and_merge()
     cur_quick->file->position(cur_quick->record);
     result= unique->unique_add((char*)cur_quick->file->ref);
     if (result)
+    {
+      delete unique;
       DBUG_RETURN(1);
-
+    }
   }
 
   /*