fix: Move buffer initialization to set config

When calling set config message buffers were not affected because the
creation was handled on init.

Closes https://github.com/espressif/esp-mqtt/issues/267

include/mqtt_client.h

@@ -597,6 +597,9 @@ esp_err_t esp_mqtt_client_destroy(esp_mqtt_client_handle_t client);
  * @brief Set configuration structure, typically used when updating the config
  * (i.e. on "before_connect" event
  *
+ * Notes:
+ * - When calling this function make sure to have all the intendend configurations
+ *   set, otherwise default values are set.
  * @param client    *MQTT* client handle
  *
  * @param config    *MQTT* configuration structure