Fix assorted error-cleanup bugs in SSL min/max protocol version code.
The error exits added to initialize_SSL() failed to clean up the
partially-built SSL_context, and some of them also leaked the
result of SSLerrmessage(). Make them match other error-handling
cases in that function.
The error exits added to connectOptions2() failed to set conn->status
like every other error exit in that function.
In passing, make the SSL_get_peer_certificate() error exit look more
like all the other calls of SSLerrmessage().
Oversights in commit
ff8ca5fad. Coverity whined about leakage of the
SSLerrmessage() results; I noted the rest in manual code review.