Add support for the msg_callback

Having support for the msg_callback will improve debug capabilities.

For record headers we "manufacture" dummy ones so that as far as the
callback is concerned we are doing "normal" TLS.

Reviewed-by: Hugo Landau <hlandau@openssl.org>
Reviewed-by: Tomas Mraz <tomas@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/19748)
