Ensure we send an alert on error when processing a ticket

In some scenarios the connection could fail without an alert being sent.
This causes a later assertion failure.

Thanks to Quarkslab for reporting this.

Reviewed-by: Andy Polyakov <appro@openssl.org>
Reviewed-by: Ben Kaduk <kaduk@mit.edu>
(Merged from https://github.com/openssl/openssl/pull/6852)