https://dev.mysql.com/doc/internals/en/memory-allocation-mysql-server.html
MySQL Internals Manual / Memory Allocation / Memory Allocation in the MySQL Server (sql Directory)
The basic logic to use:
All things that are used only for the duration of a query are allocated in THD::mem_root through sql_alloc() or thd->alloc() except:
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Things that may grow, like string buffers of type String. See sql/sql_string.cc.
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Large blocks of memory used in one state of the query that can be released early. These are things like sort buffers, range trees, etc.
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Things in libraries that are outside of MySQL's control (like hash tables).
Things that are needed a longer time should be alllocated with my_malloc() or through another MEMROOT.