[2.7] bpo-28958: Improve SSLContext error reporting. (GH-3414) (#3433)

Signed-off-by: Christian Heimes <christian@python.org>
(cherry picked from commit 17c9ac92)

Misc/NEWS.d/next/Library/2017-09-06-19-41-01.bpo-28958.x4-K5F.rst

+ssl.SSLContext() now uses OpenSSL error information when a context cannot be
+instantiated.

Modules/_ssl.c

@@ -2146,8 +2146,7 @@ context_new(PyTypeObject *type, PyObject *args, PyObject *kwds)
         return NULL;
     }
     if (ctx == NULL) {
-        PyErr_SetString(PySSLErrorObject,
-                        "failed to allocate SSL context");
+        _setSSLError(NULL, 0, __FILE__, __LINE__);
         return NULL;
     }