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GH-36850: [Go] Arrow Concatenate fix, ensure allocations are Free'd (#36854)



### Rationale for this change

The Concatenate function would capture panic's and return errors, however it wouldn't ensure that any allocations that happened in the `concat` sub function were cleaned up upon doing so. 

This change moves the `recover()` step into the `concat` function and will call `Release()` on the data object in the case of panic or error.  

### What changes are included in this PR?

### Are these changes tested?

A test called `TestConcatPanic` was added that causes the allocator to throw a panic part way during a concatenation, and ensures that the checked allocator still returns 0. 

### Are there any user-facing changes?

* Closes: #36850

Authored-by: thorfour <me@thor-hansen.com>
Signed-off-by: Matt Topol <zotthewizard@gmail.com>