Added some null checks after talloc_zero

We've seen the scenario with proxy-inner-tunnel as virtual server for PEAP, and a backend that is unreachable. With a storm of requests this did lead to segfaults in `session_init` (`src/main/tls.c`). From there, it's just turtles all the way down.
Merge pull request #860 from qnet-herwin/talloc_zero_null_checks

Added some null checks after talloc_zero