I'd really love to see kxinfo() or a similar method in the standard. I chose to implement it similar to cipher() which seemed to be a good idea then. If there are any objections, please let's discuss how that information can be made available otherwise.
If that's ok, I will open another pull request which only contains kxinfo or similar. It is, however, not sufficient without set_ecdh_curve's support for X25519 in some cases (my case ^^).

Changing the implementation of set_ecdh_curve seems necessary anyway, as it does not support X25519 at all, and it does not allow defining multiple curves.

Maybe we can do both, update PEP 543 to address the needs and implement it (in an OpenSSL centric way) for the current version.