MQTTClient_connect return code does not give good hints on why connect failed

[cuttlfish]

Describe the bug
MQTTClient_connect return -1 for different type of failures. It be nice to get a more concise error code

To Reproduce
For example connecting a invalid server will return -1 as well as connecting to a server with invalid certificate like this error
20210108 193636.818 SSL alert write:fatal:certificate expired
20210108 193636.818 SSL connect:error
20210108 193636.818 (3060595968) (5)> SSLSocket_error:101
Also return -1
As well as any connection to server with a port blocked all return -1 as error and not able to figure out why the connect failed

Expected behavior
A clear and concise description of what you expected to happen.

** Environment (please complete the following information):**

• OS: Linux
• Version 4.9.225-1.18

[icraggs]

1. There is an OpenSSL error callback in the SSL options.

2. This is a duplicate of Improved connection errors #937

[icraggs]

I'm going to track this in #937