Check return value of EVP_PKEY_new

Reviewed-by: Paul Yang <yang.yang@baishancloud.com>
Reviewed-by: Nicola Tuveri <nic.tuv@gmail.com>
Reviewed-by: Matt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/7427)

(cherry picked from commit d896b79b)