The Modules/_ssl_data_40.h file was created with the commands:
python Tools/ssl/multissltests.py --steps=library --base-directory "$PWD/multissl" --openssl '4.0.0' --system Linux
python Tools/ssl/make_ssl_data.py multissl/src/openssl-4.0.0 Modules/_ssl_data_40.h
Update Modules/_ssl.c to include it on OpenSSL 4.0.0 and newer.
Update test_ssl for the new error message.