DH#set_key will not work on OpenSSL 3.0 because keys are immutable.
For now, let's reimplement DH#compute_key by manually constructing a
DER-encoded SubjectPublicKeyInfo structure and feeding it to
OpenSSL::PKey.read.

Eventually, we should implement a new method around EVP_PKEY_fromdata()
and use it instead.

Similarly to DH#compute_key, work around it by constructing a
SubjectPublicKeyInfo. This should be considered as a temporary
implementation.

OpenSSL::PKey::DH#generate_key! will not work on OpenSSL 3.0 because
keys are made immutable. Users should use OpenSSL::PKey.generate_key
instead.

OpenSSL::PKey::EC#generate_key! will not work on OpenSSL 3.0 because
keys are made immutable. Users should use OpenSSL::PKey.generate_key
instead.

OpenSSL 3.0 made EVP_PKEY immutable. This means we can only have a const
pointer of the low level struct and the following methods can no longer
be provided when linked against OpenSSL 3.0:

 - OpenSSL::PKey::RSA#set_key
 - OpenSSL::PKey::RSA#set_factors
 - OpenSSL::PKey::RSA#set_crt_params
 - OpenSSL::PKey::DSA#set_pqg
 - OpenSSL::PKey::DSA#set_key
 - OpenSSL::PKey::DH#set_pqg
 - OpenSSL::PKey::DH#set_key
 - OpenSSL::PKey::EC#group=
 - OpenSSL::PKey::EC#private_key=
 - OpenSSL::PKey::EC#public_key=

There is no direct replacement for this functionality at the moment.
I plan to introduce a wrapper around EVP_PKEY_fromdata(), which takes
all key components at once to construct an EVP_PKEY.