Fix memory leak on lookup failure

Reviewed-by: Matt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/4503)

crypto/evp/pmeth_lib.c

@@ -129,6 +129,9 @@ static EVP_PKEY_CTX *int_ctx_new(EVP_PKEY *pkey, ENGINE *e, int id)
         pmeth = EVP_PKEY_meth_find(id);
 
     if (pmeth == NULL) {
+#ifndef OPENSSL_NO_ENGINE
+        ENGINE_finish(e);
+#endif
         EVPerr(EVP_F_INT_CTX_NEW, EVP_R_UNSUPPORTED_ALGORITHM);
         return NULL;
     }