Aye, that's what I was thinking too. I get a different memory error if I place it in main:

Uninitialized bytes in read_iovec at offset 16 inside [0x7ffd4e61d830, 96)
==9635==WARNING: MemorySanitizer: use-of-uninitialized-value
    #0 0x438504 in writev (/home/borntactical/out/MyApps/CLANGsanitize.Debug.Debug_Full.Shared.Usemalloc/inittest+0x438504)
    #1 0x7f07f6507ec8  (/usr/lib/x86_64-linux-gnu/libxcb.so.1+0xbec8)
    #2 0x7f07f6508328  (/usr/lib/x86_64-linux-gnu/libxcb.so.1+0xc328)
    #3 0x7f07f6507a07 in xcb_connect_to_fd (/usr/lib/x86_64-linux-gnu/libxcb.so.1+0xba07)
    #4 0x7f07f650bb72 in xcb_connect_to_display_with_auth_info (/usr/lib/x86_64-linux-gnu/libxcb.so.1+0xfb72)
    #5 0x7f07f6719b79 in _XConnectXCB (/usr/lib/x86_64-linux-gnu/libX11.so.6+0x3db79)
    #6 0x7f07f670a318 in XOpenDisplay (/usr/lib/x86_64-linux-gnu/libX11.so.6+0x2e318)
    #7 0x7f07f6ef1196  (/usr/lib/x86_64-linux-gnu/libSDL-1.2.so.0+0x40196)
    #8 0x7f07f6ee3c05 in SDL_VideoInit (/usr/lib/x86_64-linux-gnu/libSDL-1.2.so.0+0x32c05)
    #9 0x7f07f6ebcabb in SDL_InitSubSystem (/usr/lib/x86_64-linux-gnu/libSDL-1.2.so.0+0xbabb)
    #10 0x7f07f6ebcb88 in SDL_Init (/usr/lib/x86_64-linux-gnu/libSDL-1.2.so.0+0xbb88)
    #11 0x4a20ff in main /mnt/ssd-b/MyApps/inittest/inittest.cpp:15:5
    #12 0x7f07f69990b2 in __libc_start_main /build/glibc-eX1tMB/glibc-2.31/csu/../csu/libc-start.c:308:16
    #13 0x426fad in _start (/home/borntactical/out/MyApps/CLANGsanitize.Debug.Debug_Full.Shared.Usemalloc/inittest+0x426fad)

SUMMARY: MemorySanitizer: use-of-uninitialized-value (/home/borntactical/out/MyApps/CLANGsanitize.Debug.Debug_Full.Shared.Usemalloc/inittest+0x438504) in writev
Exiting