BIO_lookup_ex: Do not retry on EAI_MEMORY

We should not retry on EAI_MEMORY as that error is most probably
fatal and not depending on AI_ADDRCONFIG hint.

Also report the error from the first call if the second call fails
as that one would be most probably the more interesting one.

Reviewed-by: Paul Dale <paul.dale@oracle.com>
Reviewed-by: Richard Levitte <levitte@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/9535)

(cherry picked from commit 91cb81d40a8102c3d8667629661be8d6937db82b)