Everything else (SDL_GetJoystickName, etc) is returning a const char * that SDL owns, so the audio device function needs to change to match.

Also, the SDL_Get*Name() functions should all probably have documentation that says "this pointer is valid at least until the next call to SDL_PumpEvents and is definitely deallocated during SDL_Quit()." And have some functionality that hooks the already-allocated string to the SDL_AllocateEventMemory list for freeing, once SDL is done with it.