Coin Control doesn't recognize my segwit address as a valid change address #11137

Describe the issue

1. Open wallet on testnet.
2. Create an address.
3. run addwitnessaddress with new address.
4. Send money with coin control enabled:
   • Check 'Custom Change Address'
   • Specify segwit address

Expected behaviour

Should work just fine.

Actual behaviour

1. Get a warning saying I don't control this address, and presumably won't actually get the change.

2. I do get the change.

Screenshots.

If the issue is related to the GUI, screenshots can be added to this issue via drag & drop.

What version of bitcoin-core are you using?

0.14.2

Confirmed issue is still there in 0.15.0-rc2.

The same happens if you try to send change to any multisig address, even if you own all the keys.

The code is checking for the existence of a private key for the address directly: wallet->HaveKey(address) rather than using IsMine() which is more sophisticated, and knows about SegWit, multisig, etc.

commit ffe14720573f2d99e808c13cfdab5899c24ec8bf seems to fix the problem. havePrivKey() is only used in this one place, and it's the wrong function to use.