util/ck_errf.pl: add functionality that brings it closer to util/mkerr.pl

There was no option to give other config files than the default
crypto/err/openssl.ec, and yet it tried to check the errors generated
in engines (and failing, of course).

Also added the same '-internal' option as util/mkerr.pl.

Reviewed-by: Tim Hudson <tjh@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/6461)