[openssl/openssl] 0937c0: Coverity 1521557: Error handling issues

[Pauli]

  Branch: refs/heads/openssl-3.1
  Home:   https://github.com/openssl/openssl
  Commit: 0937c01f2e0d0f2bfa2e669d7f607e31aaa7b7cb
      https://github.com/openssl/openssl/commit/0937c01f2e0d0f2bfa2e669d7f607e31aaa7b7cb
  Author: Pauli <pauli at openssl.org>
  Date:   2023-03-03 (Fri, 03 Mar 2023)

  Changed paths:
    M crypto/dsa/dsa_backend.c

  Log Message:
  -----------
  Coverity 1521557: Error handling issues

Check the return from DSA_set0_key and generate an error on failure.
Technically a false positive since the function always returns success.

Reviewed-by: Tomas Mraz <tomas at openssl.org>
Reviewed-by: Shane Lontis <shane.lontis at oracle.com>
(Merged from https://github.com/openssl/openssl/pull/20409)

(cherry picked from commit dd573a2fc1e8806c67420a5d6df0de175745aaf8)