John,

I have compiled stunnel for Win32 against openssl 1.0.2q. I was also successfull in generating the NSIS installer using the stunnel source code archive. I had to make some small changes to remove the inclusion of MSVCR90.DLL (C++ 2008 Runtime) and account for engine DLL file names when compiling with GCC. Works for me on Windows 10. If you want to give it a try, you can download the installer from

"https://github.com/josealf/stunnel-win32/blob/master/stunnel-testing-win32-installer.exe"

Since this was generated just for our internal use, it has no global reputation and most likely will trigger warnings from your antivirus. Hope this helps.