Extend output filter to pick up backslashes. This makes them pass in CI
when run in the vcpkg MSVC job, for example.
Also:
- cmake: allow TrackMemory, aka `ENABLE_CURLDEBUG` again. Drop FIXME.
- cmake: drop stale TODO.
- runtests: include the word 'TrackMemory' in the message disabling it.
Follow-up to 9f23c8f201#14541
Follow-up to 94c596bbc5#16283Closes#16289
