And when I use a standard OpenSSL library (on AIX):

building '_ssl' extension
gcc -pthread -Wno-unused-result -Wsign-compare -g -Og -Wall -std=c99 -Wextra -Wno-unused-result -Wno-unused-parameter -Wno-missing-field-initializers -Werror=implicit-function-declaration -fvisibility=hidden -I./Include/internal -I/opt/freeware/include -I./Include -I. -I/home/aixtools/python/cpython-master/Include -I/home/aixtools/python/cpython-master -c /home/aixtools/python/cpython-master/Modules/_ssl.c -o build/temp.aix-7200-1543-32-3.9-pydebug/home/aixtools/python/cpython-master/Modules/_ssl.o
Modules/ld_so_aix gcc -pthread -bI:Modules/python.exp build/temp.aix-7200-1543-32-3.9-pydebug/home/aixtools/python/cpython-master/Modules/_ssl.o -L/opt/freeware/lib -lssl -lcrypto -o build/lib.aix-7200-1543-32-3.9-pydebug/_ssl.so
ld: 0711-317 ERROR: Undefined symbol: .SSL_SESSION_get_ticket_lifetime_hint
ld: 0711-317 ERROR: Undefined symbol: .SSL_SESSION_has_ticket
ld: 0711-317 ERROR: Undefined symbol: .SSL_session_reused
ld: 0711-317 ERROR: Undefined symbol: .COMP_get_type
ld: 0711-317 ERROR: Undefined symbol: .SSL_is_init_finished
ld: 0711-317 ERROR: Undefined symbol: .SSL_CTX_get_options
ld: 0711-317 ERROR: Undefined symbol: .SSL_CTX_clear_options
ld: 0711-317 ERROR: Undefined symbol: .SSL_CTX_set_options
ld: 0711-317 ERROR: Undefined symbol: .SSL_CIPHER_is_aead
ld: 0711-317 ERROR: Undefined symbol: .SSL_CIPHER_get_cipher_nid
ld: 0711-317 ERROR: Undefined symbol: .SSL_CIPHER_get_digest_nid
ld: 0711-317 ERROR: Undefined symbol: .SSL_CIPHER_get_kx_nid
ld: 0711-317 ERROR: Undefined symbol: .SSL_CIPHER_get_auth_nid
ld: 0711-317 ERROR: Undefined symbol: .X509_STORE_get0_objects
ld: 0711-317 ERROR: Undefined symbol: .X509_OBJECT_get0_X509
ld: 0711-317 ERROR: Undefined symbol: .OPENSSL_sk_num
ld: 0711-317 ERROR: Undefined symbol: .OPENSSL_sk_value
ld: 0711-317 ERROR: Undefined symbol: .X509_OBJECT_get_type
ld: 0711-317 ERROR: Undefined symbol: .X509_NAME_ENTRY_set
ld: 0711-317 ERROR: Undefined symbol: .SSL_CTX_get_default_passwd_cb
ld: 0711-317 ERROR: Undefined symbol: .SSL_CTX_get_default_passwd_cb_userdata
ld: 0711-317 ERROR: Undefined symbol: .OpenSSL_version_num
ld: 0711-317 ERROR: Undefined symbol: .TLS_method
ld: 0711-317 ERROR: Undefined symbol: .TLS_client_method
ld: 0711-317 ERROR: Undefined symbol: .TLS_server_method
ld: 0711-317 ERROR: Undefined symbol: .BIO_up_ref
ld: 0711-317 ERROR: Undefined symbol: .OPENSSL_sk_pop_free
ld: 0711-317 ERROR: Undefined symbol: .X509_get_version
ld: 0711-317 ERROR: Undefined symbol: .X509_getm_notBefore
ld: 0711-317 ERROR: Undefined symbol: .X509_getm_notAfter
ld: 0711-317 ERROR: Undefined symbol: .OpenSSL_version
ld: 0711-345 Use the -bloadmap or -bnoquiet option to obtain more information.

$ lslpp -L | grep openssl
  aixtools.openssl.rte      1.0.2.16    C     F    aixtools openssl 27-Aug-2018
  openssl.base             1.0.1.515    CE    F    Open Secure Socket Layer
  openssl.man.en_US        1.0.1.515    C     F    Open Secure Socket Layer
  openssl          1.1.0g-1withsslv2    C     R    Secure Sockets Layer and
  openssl-devel    1.1.0g-1withsslv2    C     R    Secure Sockets Layer and

+++ FYI +++
IBM AIX used some strange version numbers: 1.0.1.515 is actually an OpenSSL 1.0.2 ABI version.

The "aixtools" fileset is 1.0.2p (p == 16th character of alphabet).

In any case - the test for X509_VERIFY_PARAM_set1_host() has been passing.