From the [sqlite3_open](https://www.sqlite.org/c3ref/open.html) docs:

| If the filename is an empty string, then a private, temporary on-disk
| database will be created. This private database will be automatically
| deleted as soon as the database connection is closed.

We make that facility available to userland.

While we're at it, we also do some minor optimizations, remove the
unnecessary check for NUL characters in filename, which is already catered
to by ZPP(p), and add a missing `return` in case db_obj isn't initialized.