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Avoid duplication with those in tests/data_files

Duplication could easily happen during merges, now it can't go unnoticed.

Creates a potential for confusing code if we later want to add an else clause.

With exchanges == renego period, sometimes the connection will be closed by
the client before the server had time to read the ClientHello, making the test
fail. The extra exchange avoids that.

Since ret is no longer update by close_notify(), we need to reset it to 0
after a successful write.

Depending on timing we might get different errors (conn_reset, write failed)
and ignoring them all ends up being almost the same as just not checking
errors.