To whom it may concern,
I have multiple years of experience in compiling complete Linux OSes (LFS). Furthermore I had multiple projects with OpenVPN.
Depending on how old your system is, when the last update was, it might be that you have some very old OpenSSL libraries which are incompatible with new versions of OpenVPN, meaning that you would need to install some older version of it, or compiling a new version of OpenSSL.
The other way would be to setup the LD_LIBRARY_PATH var.
At the end it will be a trial and error job.
Regards,
Daniel