So I downloaded and installed Mosquitto 1.4.1 for Windows, so that I could run the broker as a Windows service and test this using mosquitto_pub.exe and mosquitto_sub.exe.
Comment in passing: your average Joe has no way of knowing to install the dependencies *before* running the installer, as the readme-windows.txt file that says the following is only added after the installer is run:
"If all dependencies are installed prior to the installer being run, the broker can be
installed as a Windows service."
Anyway, moving on. I was able to get the broker service to run after another hour of pfaffing with installing OpenSSL (which has 28 different options for installers, plus its own dependencies which need cajoling into action on Win 8.1... don't install the latest Visual C++ redistributables, otherwise that won't work!)
Here's my actual issue: the broker service now appears to run after having put those DLLs into the Windows\System32 directory, but when I run mosquitto_pub or _sub, I get the following error:
"The application was unable to start correctly (0xc00000007b)"