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/Modules/_ssl/debughelpers.c b/Modules/_ssl/debughelpers.c
index b840da2..af56f9d 100644
--- a/Modules/_ssl/debughelpers.c
+++ b/Modules/_ssl/debughelpers.c
@@ -23,6 +23,7 @@ _PySSL_msg_callback(int write_p, int version, int content_type,
     ssl_obj = (PySSLSocket *)SSL_get_app_data(ssl);
     assert(PySSLSocket_Check(ssl_obj));
     if (ssl_obj->ctx->msg_cb == NULL) {
+        PyGILState_Release(threadstate);
         return;
     }