I've tried with three different tools

Why not show exactly what you tried in the form of a small self-contained example?

To is how i tried (you'll need Listdlls).

pp -e " use Crypt::SSLeay; print $Crypt::SSLeay::VERSION,$/ ; my @ldd 
+= qw[ Listdlls.exe  ]; print for qx!@ldd $$!; "


----------------------------------------------------------------------
+--------
a.exe pid: 1164
Command line: a

  Base        Size      Version            Path
  0x00400000  0x12000   0.00.0000.0000  ...\cache-da39a3ee5e6b4b0d3255
+bfef95601890afd80709\a.exe
  0x018b0000  0xfe000   0.09.0008.0011  C:\WINDOWS\System32\libeay32.d
+ll
  0x019c0000  0x33000   0.09.0008.0011  C:\WINDOWS\System32\ssleay32.d
+ll
[download]

now adding the shared libraries

pp -l libeay32.dll -l ssleay32.dll -e " use Crypt::SSLeay; print $Cryp
+t::SSLeay::VERSION,$/ ; my @ldd = qw[ Listdlls.exe  ]; print for qx!@
+ldd $$!; "

----------------------------------------------------------------------
+--------
a.exe pid: 1136
Command line: a

  Base        Size      Version            Path
  0x00400000  0x12000   0.00.0000.0000  ...\cache-da39a3ee5e6b4b0d3255
+bfef95601890afd80709\a.exe
  0x018b0000  0xfe000   0.09.0008.0011  ...\cache-da39a3ee5e6b4b0d3255
+bfef95601890afd80709\libeay32.dll
  0x019c0000  0x33000   0.09.0008.0011  ...\cache-da39a3ee5e6b4b0d3255
+bfef95601890afd80709\ssleay32.dll
[download]

if you unzip a.exe, you'll find

2006-09-28 15:04:00 .....      1073152       487750  shlib\MSWin32-x86
+-multi-thread\libeay32.dll
2006-09-28 15:04:14 .....       200704        93031  shlib\MSWin32-x86
+-multi-thread\ssleay32.dll
------------------- ----- ------------ ------------  -----------------
+-------
[download]