openvpnserv: Cache last error before it is overridden

openvpnserv: Cache last error before it is overridden

FormatMessage() sets the last error according to its own success. This
looses the original error code leading to mismatched error message and
error number when sprintfted together resulting in confusing event log
message.

Signed-off-by: Simon Rozman <simon@rozman.si>
Acked-by: Gert Doering <gert@greenie.muc.de>
Message-Id: <20210322103957.1234-1-simon@rozman.si>
URL: https://www.mail-archive.com/openvpn-devel@lists.sourceforge.net/msg21789.html
Signed-off-by: Gert Doering <gert@greenie.muc.de>
(cherry picked from commit 1e938c50930f29124909e120a29fb116d4c46576)