Same problem
I have the same problem with version 21.0. Trying now to see if I can get 14.0 from their trial license.
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OpenSSL already built
Expat already built
Building neon ...
MAKE Version 5.41 Copyright (c) 1987, 2014 Embarcadero Technologies, Inc.
Building neon
tmp\ne_alloc.obj tmp\ne_auth.obj tmp\ne_basic.obj tmp\ne_compress.obj tmp\ne_dates.obj tmp\ne_i18n.obj tmp\ne_md5.obj tmp\ne_pkcs11.obj tmp\ne_redirect.obj tmp\ne_request.obj tmp\ne_session.obj tmp\ne_socket.obj tmp\ne_socks.obj tmp\ne_sspi.obj tmp\ne_string.obj tmp\ne_uri.obj tmp\ne_utils.obj tmp\ne_207.obj tmp\ne_xml.obj tmp\ne_xmlreq.obj tmp\ne_oldacl.obj tmp\ne_acl3744.obj tmp\ne_props.obj tmp\ne_locks.obj tmp\ne_openssl.obj
if exist ..\lib\neon.lib del ..\lib\neon.lib
if not exist "tmp" ( mkdir "tmp" )
if not exist "..\lib" ( mkdir "..\lib" )
bcc32 -otmp\ne_socket.obj -Isrc;../openssl/include;../expat/lib; -I. -DWIN32 -DWIN32_LEAN_AND_MEAN -q -w-ccc -w-rch -w-pia -w-aus -w-par -w-inl -w-eff -w-sus -w-dup -w-spa -w-csu -w-rvl -c -tWC -tWM -D_stricmp=stricmp -D_strnicmp=strnicmp -O2 -ff -fp -DNE_HAVE_SSL;HAVE_OPENSSL;HAVE_EXPAT;HAVE_EXPAT_H;NE_HAVE_DAV;NE_LFS;USE_GETADDRINFO;NOUSER;NOGDI;COMPILED_FROM_DSP;XML_STATIC;_RTLDLL;HAVE_STRTOLL;WINSCP; -w-8065 -w-8069 -DWIN32_LEAN_AND_MEAN -q -w-ccc -w-rch -w-pia -w-aus -w-par -w-inl -w-eff -w-sus -w-dup -w-spa -w-csu -w-rvl -c -tWC -tWM -DOPENSSL_SYSNAME_WIN32 -DL_ENDIAN -DDSO_WIN32 -D_stricmp=stricmp -D_strnicmp=strnicmp -O2 -ff -fp -DBN_ASM -DMD5_ASM -DSHA1_ASM -DRMD160_ASM -DOPENSSL_NO_CAMELLIA -DOPENSSL_NO_SEED -DOPENSSL_NO_RC5 -DOPENSSL_NO_MDC2 -DOPENSSL_NO_CMS -DOPENSSL_NO_CAPIENG -DOPENSSL_NO_KRB5 -DOPENSSL_NO_ENGINE -DOPENSSL_NO_DYNAMIC_ENGINE -DOPENSSL_DISABLE_OLD_DES_SUPPORT -DNO_CHMOD -DOPENSSL_NO_SOCK -DOPENSSL_NO_DGRAM -DOPENSSL_NO_EC -DOPENSSL_NO_ECDH -DOPENSSL_NO_ECDSA -DDOPENSSL_NO_EC_NISTP_64_GCC_128 -D_WINDOWS;WIN32;NDEBUG;_LIB;COMPILED_FROM_DSP;XML_STATIC; -D_NO_VCL;_ASSERTE;NO_STRICT;_RTLDLL -c ./src/ne_socket.c
./src/ne_socket.c:
Error E2140 c:\program files (x86)\embarcadero\studio\20.0\include\windows\sdk\wspiapi.h 920: Declaration is not allowed here in function WspiapiLoad
Error E2140 c:\program files (x86)\embarcadero\studio\20.0\include\windows\sdk\wspiapi.h 921: Declaration is not allowed here in function WspiapiLoad
*** 2 errors in Compile ***
** error 2 ** deleting tmp\ne_socket.obj
neon build failed