bpo-40334: Improvements to error-handling code in the PEG parser (GH-20003)

The following improvements are implemented in this commit:
- `p->error_indicator` is set, in case malloc or realloc fail.
- Avoid memory leaks in the case that realloc fails.
- Call `PyErr_NoMemory()` instead of `PyErr_Format()`, because it requires no memory.

Co-authored-by: Pablo Galindo <Pablogsal@gmail.com>