Calling SSL_shutdown while in init previously gave a "1" response, meaning
everything was successfully closed down (even though it wasn't). Better is
to send our close_notify, but fail when trying to receive one.

The problem with doing a shutdown while in the middle of a handshake is
that once our close_notify is sent we shouldn't really do anything else
(including process handshake/CCS messages) until we've received a
close_notify back from the peer. However the peer might send a CCS before
acting on our close_notify - so we won't be able to read it because we're
not acting on CCS messages!
Reviewed-by: NViktor Dukhovni <viktor@openssl.org>