Copy DH key (if available) in addition to the bare parameters
in SSL_new.
If SSL_OP_SINGLE_DH_USE is set, don't waste time in SSL_[CTX_]set_tmp_dh
on computing a DH key that will be ignored anyway.
ssltest -dhe1024dsa (w/ 160-bit sub-prime) had an unfair performance
advantage over -dhe1024 (safe prime): SSL_OP_SINGLE_DH_USE was
effectively always enabled because SSL_new ignored the DH key set in
the SSL_CTX. Now -dhe1024 takes the server only about twice as long
as -dhe1024dsa instead of three times as long (for 1024 bit RSA
with 1024 bit DH).