Test that we can handle a PHA CertificateRequest after we sent close_notify

Even though we already sent close_notify the server may not have recieved
it yet and could issue a CertificateRequest to us. Since we've already
sent close_notify we can't send any reasonable response so we just ignore
it.

Reviewed-by: Tim Hudson <tjh@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/7114)