Hi Frank,
HPDM will not use the system library, we made a copy in the same folder as those agent files - you should be able to find the library under c:\windows\xpeagent. So ideally it shouldn't be occupied by other process.
1. Try manually delete the file. I think you can't based on above log, but please try.
2. Check the VNC SSL Proxy Service in the Services to see if it is still running. Disable it and try removing library again.
If above two steps still doesn't work, please open the Resource Monitor on your local thin client, go to the Disk tab, check the Disk Activity panel - find out the process which is using LIBEAY32.DLL.