FindOpenSSL should set OPENSSL_ENGINE_DIR
Currently, there's no way to get OpenSSL's engine directory which would be handy for projects like https://github.com/gost-engine/engine which install OpenSSL engines.
Using pkgconfig, the way to get this directory is:
pkg-config --variable=enginesdir libcrypto
which, for example, on my system currently outputs:
/usr/lib64/engines-1.1