Unfortunately OpenSSL for a number of its functions that it wanted to deprecate or change instead of creating dummy interface routines redefines the function in the source forcing you to compile for different versions.
We do try, where possible, to create code that can run against different libraries, but that's not always possible. For example the likely cause of problem you are having is that the default protocol is Version 2/3 as per the OpenSSL version the EXE you are using. You may be able to avoid the missing routine error by forcing TLS1, TLS1.1, or TLS1.2 in the open.