The functions SDL_malloc(), SDL_free() and SDL_strdup() were used only
because strdup() was not available everywhere.
Now that it is available, use the native version of these functions.
After the recent refactorings, a "control event" is not necessarily an
"event" (it may be a "command"). Similarly, the unique "device event"
used to send the device clipboard content is more a "reponse" to the
request from the client than an "event".
Rename both to "message", and rename the message types to better
describe their intent.
