bpo-33769: start_tls: Fix error message; cancel callbacks on error (GH-7403) (GH-7428)

In addition to that, mark SSLTransport as "closed" in its "abort()" method to prevent bogus warnings.
(cherry picked from commit 415bc46a78e785f357c8960ae70f18a6b6cccbb6)

Co-authored-by: Yury Selivanov <yury@magic.io>
3 files changed