Raspberry Pi install error

lsb_release -a

sudo grep -v '^#\|^$' -R /etc/apt/sources.list*

apt policy lighttpd

apt policy libssl1.1

???

Do you need the nginx web daemon as Pi-hole comes with its own lighttpd daemon ?
Looks like a versions conflict that should be able to fix if choose to run only one web daemon (preferably lighttpd).

Ps. If you want a particular version of a package to be installed, you can grab one from the "Version table" like so:

pi@noads:~ $ apt policy libssl1.1
libssl1.1:
  Installed: 1.1.0j-1~deb9u1
  Candidate: 1.1.0j-1~deb9u1
  Version table:
 *** 1.1.0j-1~deb9u1 500
        500 http://raspbian.raspberrypi.org/raspbian stretch/main armhf Packages
        100 /var/lib/dpkg/status

pi@noads:~ $ sudo apt install libssl1.1=1.1.0j-1~deb9u1
Reading package lists... Done
Building dependency tree
Reading state information... Done
libssl1.1 is already the newest version (1.1.0j-1~deb9u1).
0 upgraded, 0 newly installed, 0 to remove and 6 not upgraded.

EDIT: Last thought if need nginx, i believe you can choose to install Pi-hole without web admin/daemon ... not sure.