Now that you mention it, things don't look good. Their webpage was not updated properly for the merge with Canard PC, so the forum links fail. Here's the forum, and it's pretty quiet.
http://forum.canardpc.com/forums/73-Memtest86-Official-forum

... Debian seems to have done minor maintenace patches to 5.01. No updates.
https://sources.debian.org/patches/memtest86+/5.01-3/

FWIW the most modern things I've used memtest86+ on is the 2017 X1 Carbon 5th Gen & HP Pavilion x360. No problems.

So you think the tests and all will be okay with testing 32 GB of DDR 4 on a Intel Skylake based system? Or should I use that "proprietary" Memtest86?

Yeah. In this case I would continue using it, and trust good results. Because it's such a basic tool with the technically advanced Open Source crowd, that I would have probably noticed some noise if it has problems. However next time I get errors, I'll be googling to check for others having the same. But I already do, actually. A little while ago one of the Ubuntu LTS shipped with a buggy version that gave false positives.

DracoNihil wrote on 2020-02-28, 15:25:

I don't have a Windows based system to run it's "installer", so can I just use dd to write the IMG onto the removable drive myself?

Yes, check out MemTest86_User_Guide_UEFI.pdf from memtest86-usb.zip.