ICU-21763 UVector cleanup in Locale & Region Code

ICU-21763 UVector cleanup in Locale & Region Code

Revise uses of UVector in Locale and Region related code to better handle
memory allocation failures.  This is one of an ongoing series of commits to
address similar problems with UVector usage throughout ICU.

The changes involve switching uses of UVector::addElementX() to the new
adoptElement() or addElement() functions, as appropriate, and using
LocalPointers for tracking memory ownership.

In Region::loadRegionData(), improved the overall error detection and recovery.