I can't verify this directly, but recent changes will probably require that
the cryptodev implementation include bn.h directly (when building with
OPENSSL_NO_DEPRECATED that is).

crypto/engine/eng_cryptodev.c

diff --git a/crypto/engine/eng_cryptodev.c b/crypto/engine/eng_cryptodev.c
index 84d062a..51197d1 100644
--- a/crypto/engine/eng_cryptodev.c
+++ b/crypto/engine/eng_cryptodev.c
@@ -29,6 +29,7 @@
 #include <openssl/objects.h>
 #include <openssl/engine.h>
 #include <openssl/evp.h>
+#include <openssl/bn.h>
 
 #if (defined(__unix__) || defined(unix)) && !defined(USG) && \
 	(defined(OpenBSD) || defined(__FreeBSD_version))