This function will return the last alert number received. This
function should be called if GNUTLS_E_WARNING_ALERT_RECEIVED or
GNUTLS_E_FATAL_ALERT_RECEIVED has been returned by a gnutls
function. The peer may send alerts if he thinks some things were
not right. Check gnutls.h for the available alert descriptions.
If no alert has been received the returned value is undefined.
returns the last alert received, a