I'm having the same issue to OP. From what I can see in the terminal OpenSSL is installed:
$ openssl version
OpenSSL 1.0.2k-fips 26 Jan 2017
$ locate opensslv.h
/data/anaconda3/include/node/openssl/opensslv.h
/data/anaconda3/include/openssl/opensslv.h
/data/anaconda3/pkgs/nodejs-8.10.0-0/include/node/openssl/opensslv.h
/data/anaconda3/pkgs/openssl-1.0.2n-hb7f436b_0/include/openssl/opensslv.h
/opt/shiny-server/ext/node/include/node/openssl/opensslv.h
Anyone know if these are the wrong versions, and should I be asking my sysadmin to install libssl-dev? Or is it a matter of getting R Studio to search for OpenSSL in the right location when installing the package? Any help much appreciated.