Fix valgrind tests. (#1037)

* Comment out local scheduler valgrind test.

* Fix free/delete error.

* More free -> delete errors

* One more free -> delete and also clean up callback state in plasma manager.

* Add set -x to run_valgrind scripts.

* Fix valgrind error in CreateLocalSchedulerInfoMessage.

src/plasma/test/run_valgrind.sh

@@ -1,5 +1,7 @@
 #!/usr/bin/env bash
 
+set -x
+
 # Cause the script to exit if a single command fails.
 set -e