Call ENGINE_init() before trying to use keys from engine

When I said before that s_client "used to work in 1.0.2" that was only
partly true. It worked for engines which provided a default generic
method for some key type, because it called ENGINE_set_default() and
that ended up being an implicit initialisation and functional refcount.

But an engine which doesn't provide generic methods doesn't get initialised,
and then when you try to use it you get an error:

cannot load client certificate private key file from engine
140688147056384:error:26096075:engine routines:ENGINE_load_private_key:not initialised:crypto/engine/eng_pkey.c:66:
unable to load client certificate private key file

cf. https://github.com/OpenSC/libp11/issues/107 (in which we discover
that engine_pkcs11 *used* to provide generic methods that OpenSSL would
try to use for ephemeral DH keys when negotiating ECDHE cipher suites in
TLS, and that didn't work out very well.)

Reviewed-by: Rich Salz <rsalz@openssl.org>
Reviewed-by: Richard Levitte <levitte@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/1639)