[lldb-vscode] Follow up of D99989 - store some strings more safely

As a follow up of https://reviews.llvm.org/D99989#inline-953343, I'm now
storing std::string instead of char *. I know it might never break as char *,
but if it does, chasing that bug might be dauting.
Besides, I'm also checking of the strings gotten through the SB API are
null or not.