dtls: Properly display all errors/warnings from ERR queue

Conversion of the patch from #677 (comment 66858) into a MR made up of several commits.

Additional changes:

• Implement @nirbheek's suggestion from #677 (comment 66859) and raise the log level for errno != 0
• Add an ERR_clear_error call as required by SSL_get_error
• Replace an if-else-chain with a switch