Preserve errno on dlopen

For the same reasons as in the previous commit we must preserve errno
across dlopen calls. Some implementations (e.g. solaris) do not preserve
errno even on a successful dlopen call.

Fixes #6953

Reviewed-by: Richard Levitte <levitte@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/7680)

(cherry picked from commit 3cb4e7dc)