Memory: Move to a normal model of ownership of memory pools, for new/delete.

Addresses step 4 of #976, overlaps #916.

For each pool, now, it is newed, remembered, and freed by the same entity,
rather than having a mix (thread finalize freeing current pool) that could
lead to double freeing of the same pool. It is quite rational and simple now.

This will enable reinstalling process and thread tear down.