Use the same work-around for the memdebug stuff as in the command line client,

  /* this sends all memory debug messages to a logfile named memdump */

  char *env = curl_getenv("CURL_MEMDEBUG");

  if(env) {

    /* use the value as file name */

    char *s = strdup(env);

    curl_free(env);

    curl_memdebug("memdump");

    curl_memdebug(s);

    free(s);

    /* this weird strdup() and stuff here is to make the curl_free() get

       called before the memdebug() as otherwise the memdebug tracing will

       with tracing a free() without an alloc! */

  }

  /* this enables the fail-on-alloc-number-N functionality */

  env = curl_getenv("CURL_MEMLIMIT");