net: lwm2m: Clean up context on stop

When lwm2m_rd_client_stop() was called and immediately
followed by lwm2m_rd_client_start() it leaked the file
handle for existing socket.

Problem can be fixed when rd_client_stop() does not
move state machine to IDLE, but instead DEREGISTER
and then allow state machine to move forward.

I added a blocking wait for rd_client_stop() because
it needs to wait for proper clean up.

I also move couple of lwm2m_engine_context_close() to
set_sm_state() event handler or similarly in lwm2m_engine.c
there was couple of places where context was not properly
cleaned.

Signed-off-by: Seppo Takalo <seppo.takalo@nordicsemi.no>