Could not load ssl library error when doing HTTPS post - ssl

Question

I am trying to do a HTTPS connection but keep on getting the "Could not load sll library" error.
I have spent the whole morning reading and surfing but I cannot find a solution to my problem.
I downloaded the latest OpenSSL v1.0.2u today, and also have the following configuration:
Indy version: 10.6.2.0
Delphi 2010
Windows 10 x64
According to the Readme.txt file, the installation instructions are "Copy both DLL files into your application directory" - which I have done.
My code to do the http post:
var
IdHTTP: TIdHTTP;
Result: string;
begin
IdHTTP := TIdHTTP.Create();
try
IdHTTP.Request.Accept := 'application/json';
IdHTTP.Request.ContentType := 'application/json';
IdHTTP.Request.ContentEncoding := 'utf-8';
idHttp.IOHandler := TIdSSLIOHandlerSocketOpenSSL.Create();
IdHTTP.Request.BasicAuthentication := True;
IdHTTP.Request.Authentication := TIdBasicAuthentication.Create;
Result := IdHTTP.Post('https://testapi.xxxx.com/esb/calendar/doSomething', Memo1.Lines);
ShowMessage('HTTP Result: ' + Result);
ShowMessage('HTTP ResponseText: ' + IdHTTP.ResponseText);
finally
FreeAndNil(IdHTTP);
end;
Any suggestions what I can try?
Thanks!