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GH-40900: [Go] Fix Mallocator Weirdness (#40902)



### Rationale for this change
With help from @ lidavidm and @ bkietz digging into the linked issue, we found the following:

* Using `mtrace` and `strace` didn't produce much enlightenment to what was happening.
* If the python adbc_driver_manager was built so that the cython lib is built using `CMAKE_BUILD_TYPE=Debug` then the crash/failure goes away
* If the env var `MALLOC_MMAP_THRESHOLD_` is set to 128MB, the crash/failure goes away
* It is only reproducible when calling through python, I haven't been able to reproduce it using pure Go
* Calling `calloc` again after it fails, still fails
* Calling `malloc` + `memset` immediately after the failing `calloc` works perfectly and doesn't fail anymore

### What changes are included in this PR?
Adding a comment describing the situation and falling back to `malloc` + `memset` if `calloc` returns an error. If the pointer returned from `malloc` is `nil` then we surface the error.

* GitHub Issue: #40900

Authored-by: Matt Topol <zotthewizard@gmail.com>
Signed-off-by: Matt Topol <zotthewizard@gmail.com>