bpo-43577: Fix deadlock with SSLContext._msg_callback and sni_callback (GH-24957)

OpenSSL copies the internal message callback from SSL_CTX->msg_callback to
SSL->msg_callback. SSL_set_SSL_CTX() does not update SSL->msg_callback
to use the callback value of the new context.

PySSL_set_context() now resets the callback and _PySSL_msg_callback()
resets thread state in error path.

Signed-off-by: Christian Heimes <christian@python.org>
diff --git a/Lib/test/test_ssl.py b/Lib/test/test_ssl.py
index ade7ef5..bed0d41 100644
--- a/Lib/test/test_ssl.py
+++ b/Lib/test/test_ssl.py
@@ -4764,6 +4764,28 @@ def msg_cb(conn, direction, version, content_type, msg_type, data):
             msg
         )
 
+    def test_msg_callback_deadlock_bpo43577(self):
+        client_context, server_context, hostname = testing_context()
+        server_context2 = testing_context()[1]
+
+        def msg_cb(conn, direction, version, content_type, msg_type, data):
+            pass
+
+        def sni_cb(sock, servername, ctx):
+            sock.context = server_context2
+
+        server_context._msg_callback = msg_cb
+        server_context.sni_callback = sni_cb
+
+        server = ThreadedEchoServer(context=server_context, chatty=False)
+        with server:
+            with client_context.wrap_socket(socket.socket(),
+                                            server_hostname=hostname) as s:
+                s.connect((HOST, server.port))
+            with client_context.wrap_socket(socket.socket(),
+                                            server_hostname=hostname) as s:
+                s.connect((HOST, server.port))
+
 
 def test_main(verbose=False):
     if support.verbose: