A quick check shows at least the following are not documented in openssl-env(7)

• OPENSSL_ia32cap
• OPENSSL_sparcv9cap
• OPENSSL_ppccap
• OPENSSL_armcap
• OPENSSL_s390xcap
• OPENSSL_malloc_failures
• OPENSSL_malloc_fd
• NO_PROXY
• HTTPS_PROXY
• HTTP_PROXY

Some of those have existing manpages that can be pointed to.