Pass the loop to MAKE_VALGRIND_HAPPY() so it's explicit on which loop
needs to be cleaned up. Since it asserts on uv_loop_close(), need to
remove a couple of those that were being done before the call.
Cleanup where loop was assigned, so the entire test either uses loop or
uv_default_loop(). Not both.
Also take care of any reqs that may have been left uncleaned.
Useful to know when the the event loop is empty, this can't be done with
uv_run() without possibly blocking, or running some events (which might
empty the event loop as a side-effect).