@Brandon Hunt had the answer for me. Pointing me to the correct installation of openSSL, as the install I used originally would not work.
The answer is sort of longwinded, but TLDR: Try using Ubuntu or the "Git for Windows" installation instead of where I assume you obtained your Windows openSSL client (I went to the same place): https://slproweb.com/products/Win32OpenSSL.html Longer answer: I got here by seeing a few forums discussions mentioning having to supply a local .cer to complete the chain verification. EVERY known good site on the Internet seemed to throw this error num 20. Checked "man" documentation on OpenSSL website, tried using "-verify_return_error" parameter to see what the holdup is. See attached for that verbose output. So, OK, it's looking for a "crypto store" folder to load, which isn't there. It's true. It's not there on my Install. I caught that that is part of the Release build directories when you download the .tar.gz from the Github... So I try Ubuntu. Ubuntu does not return this error as I assume it is able to refer to this crypto store. I found another method to download "Git for Windows" and access the OpenSSL client from the C:\Program Files\Git\usr\bin directory. Works fine. Reference for Git for Windows: https://stackoverflow.com/questions/50625283/how-to-install-openssl-in-windows-10
Site for Git for Windows: https://gitforwindows.org/ Another way to Install, per the INSTALL.md found in the official release .tar.gz also attached, is via "nmake install" in Visual Studio. Perhaps that will install a complete directory with the "crypto store" as well. I have not tried this method though.