Move point-on-curve check to set_affine_coordinates

Bad API design makes it possible to set an EC_KEY public key to
a point not on the curve. As a consequence, it was possible to
have bogus ECDSA signatures validated. In practice, all software
uses either EC_POINT_oct2point*() to unmarshal public keys or
issues a call to EC_KEY_check_key() after setting it. This way,
a point on curve check is performed and the problem is mitigated.

In OpenSSL commit 1e2012b7ff4a5f12273446b281775faa5c8a1858, Emilia
Kasper moved the point-on-curve check from EC_POINT_oct2point to
EC_POINT_set_affine_coordinates_*, which results in more checking.
In addition to this commit, we also check in the currently unused
codepath of a user set callback for setting compressed coordinates,
just in case this will be used at some point in the future.

The documentation of EC_KEY_check_key() is very vague on what it
checks and when checks are needed.  It could certainly be improved
a lot. It's also strange that EC_KEY_set_key() performs no checks,
while EC_KEY_set_public_key_affine_coordinates() implicitly calls
EC_KEY_check_key().

It's a mess.

Issue found and reported by Guido Vranken who also tested an earlier
version of this fix.

ok jsing

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