The callback for retrieving state change information during connection
setup was only installed when the connection was mostly set up, and
thus didn't provide much information and missed all the details related
to the handshake.

This also extends the callback with SSL_state_string_long() to print
more information about the state change within the SSL object handled.

While there, fix some comments which were incorrectly referring to the
callback and its previous location in fe-secure.c.

Author: Daniel Gustafsson
Discussion: https://postgr.es/m/232CF476-94E1-42F1-9408-719E2AEC5491@yesql.se