bpo-43577: Fix deadlock with SSLContext._msg_callback and sni_callback (GH-24957)

OpenSSL copies the internal message callback from SSL_CTX->msg_callback to
SSL->msg_callback. SSL_set_SSL_CTX() does not update SSL->msg_callback
to use the callback value of the new context.

PySSL_set_context() now resets the callback and _PySSL_msg_callback()
resets thread state in error path.

Signed-off-by: Christian Heimes <christian@python.org>