auth_mysql_sha2 errors on Windows with OpenSSL

It fails with cryptic message

2025-07-29 15:07:10 0 [Note] Plugin 'INNODB_TABLESPACES_ENCRYPTION' is disabled.

2025-07-29 15:07:10 0 [Note] Plugin 'THREAD_POOL_STATS' is disabled.

OPENSSL_Uplink(00007FFF4D8F8C58,08): no OPENSSL_Applink

see e.g https://buildbot.mariadb.org/#/builders/239/builds/32350/steps/19/logs/stdio (new amd64-windows-packages builder, has openssl)

when trying to use OpenSSL API with `FILE *`
(like PEM_write_PrivateKey, PEM_read_PrivateKey, etc.)

While issue is well documented, and there is supposedly official workaround in form of
OPENSSL_Applink, on some reason I can't get it to work. I can get only fix it by moving away from FILE*, and using BIO_new_file etc exclusively. Luckily, it is almost the same as FILE*