This will require significant updates to PCbuild/prepare_ssl.py and/or the way we build OpenSSL on Windows before we can even properly test this on Windows.  I don't think that should hold up acceptance of the rest of the patch (provided 1.0.2 support remains intact), but will need to be handled eventually.

Building on Windows with 1.0.2h is broken with the current patch, but I don't understand things well enough to diagnose it:

ssleay.lib(ssl_lib.obj) : error LNK2005: _SSL_CTX_set_default_passwd_cb_userdata already defined in _ssl.obj [P:\ath\to\cpython\PCbuild\_ssl.vcxproj]                                                                                                                                                          
ssleay.lib(ssl_lib.obj) : error LNK2005: _SSL_CTX_set_default_passwd_cb already defined in _ssl.obj [P:\ath\to\cpython\PCbuild\_ssl.vcxproj]