MySQL SSL replication error 2026
Finally! 6 - 8 hours of work later:

The problem in my case was that the slave server has 2 network interfaces and the usable/public IP address is assigned to the second interface. The first, which I assume that MySQL/OpenSSL is using as a default, does not have an IP address.  

I solved by adding MASTER_BIND to my CHANGE_MASTER statement.