net: sockets: tls: Add flag indicating that session is closed

In case TLS session is closed at the TLS level (and thus recv() reports
0 to the application) a certain race occurs between consecutive recv()
call, and TCP session teardown. As mbedtls_ssl_read() only reports
session close upon receiving CLOSE alert, consecutive non-blocking
recv() calls would report EAGAIN instead of connection closed, if called
before underlying TCP connection was closed.

Fix this, by storing the information that TLS session has ended at TLS
socket level. The new flag will be checked before attempting further
mbed TLS actions, so that connection status is reported correctly.

Signed-off-by: Robert Lubos <robert.lubos@nordicsemi.no>