Not sure what the real cause of the problem was, but I created an openssl.cnf in C:\Program Files\Common Files\SSL and that seems to have fixed the problem.
So for anyone running into this issue, default openssl.cnf files can be found on the OpenSSL github or check the Local folder on your machine found (given Windows 10 - 64 bit) at C:\Users\{Your user name}\AppData\Roaming\Local\lightning-services\php-{someversion}\bin\win64\extras\ssl.