doc: clarify CRYPTO_CUSTOM_ENGINE_NOT_SUPPORTED

The error is not necessarily due to a client certificate engine. For
example, the `privateKeyEngine` option might just as well cause this
error and is independent of the client certificate.

Also mention that this is likely due to a compile-time option of OpenSSL
itself and not due to any particular engine.

PR-URL: #47976
Reviewed-By: Luigi Pinca <luigipinca@gmail.com>
Reviewed-By: Ben Noordhuis <info@bnoordhuis.nl>

doc/api/errors.md

@@ -854,8 +854,9 @@ size is reached when the context is created.
 
 ### `ERR_CRYPTO_CUSTOM_ENGINE_NOT_SUPPORTED`
 
-A client certificate engine was requested that is not supported by the version
-of OpenSSL being used.
+An OpenSSL engine was requested (for example, through the `clientCertEngine` or
+`privateKeyEngine` TLS options) that is not supported by the version of OpenSSL
+being used, likely due to the compile-time flag `OPENSSL_NO_ENGINE`.
 
 <a id="ERR_CRYPTO_ECDH_INVALID_FORMAT"></a>