My understanding is there currently is no OpenSSL engine for the MacOSX chain
It would be nice to have and I really wish I had time to collaborate on such
a project, using Stephen Henson's CAPI work as a template.
Currently I would suggest following the same model as OpenSSL for other
non-Windows platforms and supply a file based cacert.pem of public certs and
a password protected .pfx file for your client cert.