curl_memory: make curl_memory.h the second-last header file loaded

This header file must be included after all header files except
memdebug.h, as it does similar memory function redefinitions and can be
similarly affected by conflicting definitions in system or dependent
library headers.

lib/curl_memory.h

@@ -28,6 +28,9 @@
  * File curl_memory.h must be included by _all_ *.c source files
  * that use memory related functions strdup, malloc, calloc, realloc
  * or free, and given source file is used to build libcurl library.
+ * It should be included immediately before memdebug.h as the last files
+ * included to avoid undesired interaction with other memory function
+ * headers in dependent libraries.
  *
  * There is nearly no exception to above rule. All libcurl source
  * files in 'lib' subdirectory as well as those living deep inside