@picnixz @gpshead: Would you mind to review this (draft) change?

I marked the PR as a draft since I'm not sure if the fix makes sense and is correct.

See #148600 (comment) to reproduce the issue and build Python 3.15 with OpenSSL 4.0.0.

Note: #148601 (Add Modules/_ssl_data_40.h data) has no effect on test_urllib2_localnet (it does still fail).

See #146217 (comment) for differences between OpenSSL 3 and OpenSSL 4.

In short:

• On OpenSSL 3, the 3rd read fails with SSLEOFError("UNEXPECTED_EOF_WHILE_READING"), and the following 4th read fails with SSLEOFError("EOF occurred in violation of protocol").
• On OpenSSL 4, the 3rd read fails with SSLEOFError("UNEXPECTED_EOF_WHILE_READING"), and the following 4th read fails with SSLError("A failure in the SSL library occurred").

I don't think it's the correct change because I need to investigate. The reason why I don't think it's correct is because the code path being taken to trigger "A failure in the SSL library occurred" means that the last OpenSSL error code was not set (either we cleared it accidently or they didn't set it correctly) and this is something that can happen elsewhere.

FTR, this may be related #148594.