Make the OpenSSL locking function warnings more severe

Our git_openssl_set_locking() would ideally not exist. Make it clearer
that we provide it as a last resort and you should prefer anything else.
Add the OpenSSL  changes to the CHANGELOG

It seems these were forgotten when initially splitting this up.
Merge pull request #2759 from libgit2/cmn/openssl-sys

Make OpenSSL locking warnings more severe