I have added this issue to the tracker:
Issue 2327 – Failure when opening TLS connection with invalid OpenSSL configuration file

I'm sending you an email with a development version of WinSCP to the address you have used to register on this forum.

@g.skyrme: Thanks for your report.
I have sent you an email with a debug version of WinSCP to the address you have used to register on this forum.

Clicking the shortcut to a workspace on the W10 start menu brings the error noted here.
If I open WinSCP and then try to login, I just get 'abnormal program termination'.

I have 6 WebDAV connections and I get this error on all of them. Using WinSCP on a different machine does not result in this error.

WinSCP 6.3.5

Error message:
Invalid access to memory.

Stack trace:
(00D75D15) _SSL_CTX_set_client_cert_cb
(00E24572) C6612_0
(00E265DA) ____ExceptionHandler
(00E23394) __ExceptionHandler
(00087FFF) ntdll.dll
(00074531) ntdll.dll.KiUserExceptionDispatcher
(00A6D101) _ne_ssl_context_create
(00A620DC) _ne_session_create
(00B67C1D) CreateNeonSession
(00C8D1A4) TWebDAVFileSystem::NeonOpen
(00C8CCAC) TWebDAVFileSystem::NeonClientOpenSessionInternal
(00C8CB47) TWebDAVFileSystem::OpenUrl
(00C8C8C8) TWebDAVFileSystem::Open
(00C5E66B) TTerminal::Open
(00B7EB03) TTerminalThread::TerminalOpenEvent
(00B79934) TSignalThread::Execute
(000D246B) Userinterface::C20_0
(0001ECC7) KERNEL32.DLL.BaseThreadInitThunk
(000670CC) ntdll.dll.RtlGetAppContainerNamedObjectPath
(00067099) ntdll.dll.RtlGetAppContainerNamedObjectPath
Connection failed.

I know how to reproduce the problem or the problem happens frequently enough. I wish to be contacted by the WinSCP team to help resolving the problem.