TlsGetValue clears the last error even on success, so that callers may
distinguish it successfully returning NULL or failing. This error-mangling
behavior interferes with the caller's use of GetLastError. In particular
SSL_get_error queries the error queue to determine whether the caller should
look at the OS's errors. To avoid destroying state, save and restore the
Windows error.

Fixes #6299.
Reviewed-by: NRich Salz <rsalz@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/6316)