https://github.com/conda/conda/issues/8273
Resolution
I did a trace with Process Monitor.
D:\Anaconda3\DLLs_ssl.pyd search for the OpenSSL DLLs but in the wrong/current location!
As they are not found the search goes to C:\Windows\System32 where we have the same DLLs, installed by an other application, but with a different version. 😦
The DLLs delivered by Anaconda3 are located here:
D:\Anaconda3\Library\bin
My workaround:
I have copied the following files
libcrypto-1_1-x64.*
libssl-1_1-x64.*
from D:\Anaconda3\Library\bin to D:\Anaconda3\DLLs.
And it works as a charm!