EC_GROUP_set_curve() might fail for arbitrary params

Setting arbitrary `p`, `a` or `b` with `EC_GROUP_set_curve()` might fail
for some `EC_GROUP`s, depending on the internal `EC_METHOD`
implementation, hence the block of tests verifying that
`EC_GROUP_check_named_curve()` fails when any of the curve parameters is
changed is modified to run only if the previous `EC_GROUP_set_curve()`
call succeeds.

`ERR_set_mark()` and `ERR_pop_to_mark()` are used to avoid littering the
thread error stack with unrelated errors happened during
`EC_GROUP_set_curve()`.

Reviewed-by: Matt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/8555)