The bug was a side effect of WL#5030 (fix header files) and
WL#5161 (CMake).

The problem was that CMake-generated config.h (and my_config.h
as a copy of it) had a header guard. GNU autotools-generated
[my_]config.h did not. During WL#5030 the order of header files
was changed, so the following started to happen (using GNU autotools,
in embedded server):
  - my_config.h included, defining HAVE_OPENSSL
  - my_global.h included, un-defining  HAVE_OPENSSL
  - zlib.h included, including config.h,
    defining HAVE_OPENSSL again.

The fix is to check HAVE_OPENSSL in conjuction with EMBEDDED_LIBRARY.
More common fix would be to define a macros as HAVE_OPENSSL && !EMBEDDED_LIBRARY
and use it instead of HAVE_OPENSSL.