INSTALL has guidelines howto compile WolfSSL and Haproxy.
I just compiled it succesfully:
lukas@dev:~/haproxy-3.0$ ./haproxy -vv | grep -e HAProxy\ version -e wolfSSL
HAProxy version 3.0.3-3f4ef2-28 2024/08/16 - https://haproxy.org/
Built with OpenSSL version : wolfSSL 5.6.6
Running on OpenSSL version : wolfSSL 5.6.6
lukas@dev:~/haproxy-3.0$
More compilation tipps can be found in this thread, however reading INSTALL as well as compilation warnings and following it’s suggestions usually does the job.