Submitted upstream at https://github.com/eclipse/mosquitto/pull/932

diff -u -r ../mosquitto-1.5.1/lib/net_mosq.c ./lib/net_mosq.c
--- ../mosquitto-1.5.1/lib/net_mosq.c	2018-08-16 16:05:26.000000000 +0000
+++ ./lib/net_mosq.c	2018-08-23 17:45:34.544680239 +0000
@@ -103,7 +103,9 @@
 	#if OPENSSL_VERSION_NUMBER < 0x10100000L
 		ERR_remove_state(0);
 	#endif
-	ENGINE_cleanup();
+	#ifndef OPENSSL_NO_ENGINE
+		ENGINE_cleanup();
+	#endif
 	CONF_modules_unload(1);
 	ERR_free_strings();
 	EVP_cleanup();