closes bpo-41235: Fix the error handling in SSLContext.load_dh_params() (GH-21385)

(cherry picked from commit aebc049)

Co-authored-by: Zackery Spytz <[email protected]>

Author: miss-islington

Misc/NEWS.d/next/Library/2020-07-07-21-56-26.bpo-41235.H2csMU.rst

@@ -0,0 +1 @@
+Fix the error handling in :meth:`ssl.SSLContext.load_dh_params`.

Modules/_ssl.c

@@ -4312,8 +4312,10 @@ _ssl__SSLContext_load_dh_params(PySSLContext *self, PyObject *filepath)
         }
         return NULL;
     }
-    if (SSL_CTX_set_tmp_dh(self->ctx, dh) == 0)
-        _setSSLError(NULL, 0, __FILE__, __LINE__);
+    if (!SSL_CTX_set_tmp_dh(self->ctx, dh)) {
+        DH_free(dh);
+        return _setSSLError(NULL, 0, __FILE__, __LINE__);
+    }
     DH_free(dh);
     Py_RETURN_NONE;
 }