Fix a potential memory leak in apps/s_server.c

Fix a potential memory leak in apps/s_server.c

Allocate memory for a new SSL session.
If any of these steps fail,
free the key memory and the tmpsess object
before returning 0 to prevent a memory leak.

Fixes: #20110
CLA: trivial

Reviewed-by: Paul Yang <kaishen.yy@antfin.com>
Reviewed-by: Tomas Mraz <tomas@openssl.org>
Reviewed-by: Paul Dale <pauli@openssl.org>
Reviewed-by: Todd Short <todd.short@me.com>
(Merged from https://github.com/openssl/openssl/pull/20213)