SSL: include <openssl/hmac.h>. This header carries the definition of HMAC_Init_ex(). In OpenSSL this header is included by <openssl/ssl.h>, but it's not so in BoringSSL. It's probably a good idea to explicitly include this header anyway, regardless of whether it's included by other headers or not.

--- a/src/event/ngx_event_openssl.h
+++ b/src/event/ngx_event_openssl.h
@@ -22,6 +22,7 @@
 #include <openssl/engine.h>
 #endif
 #include <openssl/evp.h>
+#include <openssl/hmac.h>
 #ifndef OPENSSL_NO_OCSP
 #include <openssl/ocsp.h>
 #endif