Fix embedded string handling.

Don't rely on embedded flag to free strings correctly: it wont be
set if there is a malloc failure during initialisation.

Thanks to Guido Vranken for reporting this issue.

Reviewed-by: Rich Salz <rsalz@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/1725)
(cherry picked from commit 6215f27a)