Fix calling pthread_key_delete on uninitialized data

Fix calling pthread_key_delete on uninitialized data

default_context_do_init may be never called and CRYPTO_THREAD_init_local
inside it may be never called too. But corresponding
CRYPTO_THREAD_cleanup_local is always called at cleanup stage. This lead
to undefined behavior.

So, add flag to check that default_context_do_init will be called
successfully or not.

Fix: #20697

Reviewed-by: Hugo Landau <hlandau@openssl.org>
Reviewed-by: Tomas Mraz <tomas@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/20801)