Auto retry if we ditch records during shutdown

If we've sent a close_notify and we're waiting for one back we drop
incoming records until we see the close_notify we're looking for. If
SSL_MODE_AUTO_RETRY is on, then we should immediately try and read the
next record.

Fixes #6262

Reviewed-by: Bernd Edlinger <bernd.edlinger@hotmail.de>
Reviewed-by: Kurt Roeckx <kurt@roeckx.be>
(Merged from https://github.com/openssl/openssl/pull/6340)