[openssl/openssl] ce8822: Improve diagnostics on setting groups

[beldmit]

  Branch: refs/heads/master
  Home:   https://github.openssl.org/openssl/openssl
  Commit: ce8822b7e5f4fdf836677faee336a5cf996d4363
      https://github.openssl.org/openssl/openssl/commit/ce8822b7e5f4fdf836677faee336a5cf996d4363
  Author: Dmitry Belyavskiy <beldmit at gmail.com>
  Date:   2022-06-22 (Wed, 22 Jun 2022)

  Changed paths:
    M ssl/t1_lib.c

  Log Message:
  -----------
  Improve diagnostics on setting groups

- If keymgmmt is not available, it's not an error but the error message
  persists in stack
- when setting groups, it's worth saying which group is not available
Fixes #18585

Reviewed-by: Tomas Mraz <tomas at openssl.org>
Reviewed-by: Paul Dale <pauli at openssl.org>
(Merged from https://github.com/openssl/openssl/pull/18591)