The first question is what version OS, 32 bit or 64 bit?
The second question is what version of Lazarus, 32 bit or 64 bit?
You mixing your bitness all over the place.
If you put the dll from a win32 zip into the C:\Windows\System32 on a 64 bit OS, you're putting it in the wrong place.
the C:\Windows\System32 is for 64 bit dlls only !!32bit dlls go in C:\Windows\SysWOW64 on a 64 bit system.
And if you use the 64 bit of Lazarus you'll need the Win64 OpenSSL v1.1.0 files and put them in C:\Windows\System32.
(You could also put the correct bitness dlls in your program/.exe directory but not everyone agrees with this
)