That should come from /usr/include/openssl/ec.h

$ grep EC_KEY\; /usr/include/openssl/ec.h
typedef struct ec_key_st EC_KEY;

and ecdsa.h includes it:

#ifndef HEADER_ECDSA_H
#define HEADER_ECDSA_H

#include

#ifdef OPENSSL_NO_ECDSA
#error ECDSA is disabled.
#endif

#include