Using certificate and private key from Windows cert store with OpenSSL

I am trying to make a program that uses some Web Services in Delphi XE. To connect to the Web Services, I have to use a self signed certificate, which is stored in the Windows cert store. I open the cert store with CertOpenSystemStore, get the cert with CertFindCertificateInStore and set it with SSL_CTX_use_certificate. No problem with this. Then I get the public key blob with CryptExportKey and make up a private key like this:

function PrivKeyBlob2RSA(const AKeyBlob: PByte; const ALength: Integer; const ASSLCtx: PSSL_CTX): IdSSLOpenSSLHeaders.PEVP_PKEY;
var
  modulus: PByte;
  bh: PBLOBHEADER;
  rp: PRSAPUBKEY;
  rsa_modlen: DWORD;
  rsa_modulus: PAnsiChar;
  rkey: PRSA;
begin
  bh := PBLOBHEADER(AKeyBlob);
  Assert(bh^.bType = PUBLICKEYBLOB);
  rp := PRSAPUBKEY(AKeyBlob + 8);
  Assert(rp.magic = $31415352);
  rsa_modulus := PAnsiChar(Integer(Pointer(rp))+12);
  rkey := RSA_new_method(ASSLCtx.client_cert_engine);
  rkey^.References := 1;
  rkey^.e := BN_new;
  rkey^.n := BN_new;
  BN_set_word(rkey^.e, rp^.pubexp);
  rsa_modlen := (rp^.bitlen div 8) + 1;
  modulus := AllocMem(rsa_modlen);
  CopyMemory(modulus, rsa_modulus, rsa_modlen);
  RevBuffer(modulus, rsa_modlen);
  BN_bin2bn(modulus, rsa_modlen, rkey^.n);
  Result := EVP_PKEY_new;
  EVP_PKEY_assign_RSA(Result, PAnsiChar(rkey));
end;

I then set it up with SSL_CTX_use_PrivateKey and SSL_CTX_check_private_key - no problem so far. But when the data transfer begins, I get an access violation in libeay32.dll. If I load the key from .pem file, everything is fine. I can't see what I am doing wrong, please help :)

Here is the exact error message:

Access violation at address 09881C5F in module 'libeay32.dll'. Read of address 00000000.

The libeay32.dll version is 1.0.0.5. Tried with version 0.9.something too - got the same error, just different address.

B