Check for alerts while waiting for a dry event

At a couple of points in a DTLS/SCTP handshake we need to wait for a dry
event before continuing. However if an alert has been sent by the peer
then we will never receive that dry event and an infinite loop results.

This commit changes things so that we attempt to read a message if we
are waiting for a dry event but haven't got one yet. This should never
succeed, but any alerts will be processed.

Fixes #4763

Reviewed-by: Rich Salz <rsalz@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/5085)