Fix memory leaks and other mistakes on errors

Reviewed-by: Rich Salz <rsalz@openssl.org>
Reviewed-by: Richard Levitte <levitte@openssl.org>
(cherry picked from commit 3f6c769187)

ssl/s3_clnt.c

@@ -2485,6 +2485,7 @@ int ssl3_send_client_key_exchange(SSL *s)
                     || (pkey->pkey.rsa == NULL)) {
                     SSLerr(SSL_F_SSL3_SEND_CLIENT_KEY_EXCHANGE,
                            ERR_R_INTERNAL_ERROR);
+                    EVP_PKEY_free(pkey);
                     goto err;
                 }
                 rsa = pkey->pkey.rsa;