Don't set peer_tmp until we have finished constructing it

If we fail halfway through constructing the peer_tmp EVP_PKEY but we have
already stored it in s->s3->peer_tmp then if anything tries to use it then
it will likely fail. This was causing s_client to core dump in the
sslskewith0p test. s_client was trying to print out the connection
parameters that it had negotiated so far. Arguably s_client should not do
that if the connection has failed...but given it is existing functionality
it's easier to fix libssl.

Reviewed-by: Viktor Dukhovni <viktor@openssl.org>