How do we fix thee BIGNUM error, I think that could help a lot.
Okay, easiest way i've found is this.
Head to
cd /mnt/mxe/src
Then
gedit openssl.mk
Change
$(PKG)_VERSION := 1.1.0h
$(PKG)_CHECKSUM := 5835626cde9e99656585fc7aaa2302a73a7e1340bf8c14fd635a62c66802a517
To
$(PKG)_VERSION := 1.0.2o
$(PKG)_CHECKSUM := ec3f5c9714ba0fd45cb4e087301eb1336c317e0d20b575a125050470e8089e4d
Then rebuild.
cd ..
make build-only-openssl_i686-w64-mingw32.static