I've tried, but fails with another error

Making cpan/cpanm/cpanp use a modified Makefile.PL may be tricky.
I can still see (in the output you posted):

Warning (mostly harmless): No library found for -lcrypto
Warning (mostly harmless): No library found for -lssl
[download]

Those warnings will come form the original Makefile.PL, but you won't get them if the Makefile.PL is amended as I indicated.

One way is to cd to the directory of a previous cpan build and:
1) run dmake realclean
2) amend the Makefile.PL
3) run perl Makefile.PL
4) run dmake test
5) run dmake install

Updates follow:
Step 4 is not really necessary - but it's a good idea to check that the tests pass.

I thought that the cpan output would indicate the location of the build directory, but I don't see it in the output you posted.
But the output you posted seems to be corrupted, so I checked the output that *I* get on my machine ... and I still don't see that information being presented.

It seems that your cpan builds are being done in C:\STRAWB~1\cpan\build - so look for a Crypt-OpenSSL-PBKDF2-0.04-xxxxxx directory in that folder.

Cheers,
Rob