When running a DTLS 1.2 Server the call to SSL_version here returns 0xFEFD. This causes the callback to return 0.
I am running the DTLS Server like so
openssl s_server -dtls1_2 -quiet -verify_quiet -verify_return_error -accept=52970 -cipher=PSK-AES128-GCM-SHA256 -psk=ABC123 -psk_hint=ABCD -nocert