Fix a bundle of mischecks of return values

Several EVP_PKEY_xxxx functions return 0 and a negative value for
indicating errors. Some places call these functions with a zero return
value check only, which misses the check for the negative scenarios.

Reviewed-by: Richard Levitte <levitte@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/10055)