Test that EVP_PKEY_set1_DH() correctly identifies the DH type

Provide a test to check tat when we assign a DH object we know whether
we are dealing with PKCS#3 or X9.42 DH keys.

Reviewed-by: Richard Levitte <levitte@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/10593)