The OpenSSL-FIPS recipe needs to help support cross compilation. When linking with the fipsld, the incore script is needed in order to properly checksum the ELF application without having to run them in-place for linking. The instructions in the README file for the end user do not include all of the steps to ensure that OpenSSL is built in a compatible way with the regular cross compiled version.
Follow the instructions in the README file. Attempt to use the fipsld as documented in the FIPS UserGuide-2.0.