dh_exch.c: Add check for OPENSSL_strdup

dh_exch.c: Add check for OPENSSL_strdup

Since the OPENSSL_strdup() may return NULL if allocation
fails, it should be better to check the return value.

Signed-off-by: Jiasheng Jiang <jiasheng@iscas.ac.cn>
Reviewed-by: Paul Dale <pauli@openssl.org>
Reviewed-by: Tomas Mraz <tomas@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/17651)

(cherry picked from commit c920020f0bb13f0d2bf0fcad5c7ee63458b633b4)