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Execute opkg update first. This updates the package list and should make mosquitto-client available for download.
On the RUT240 I updated to the latest firmware (RUT2_R_00.07.03.4) and installed the MQTT package from Package Manager (http://192.168.1.1/services/packages/packages or https://wiki.teltonika-networks.com/view/RUT240_Package_Downloads).
Then on the terminal I did the following:
opkg install mosquitto-ssl
opkg install mosquitto-client-ssl libmosquitto-ssl
thanks to: https://www.onetransistor.eu/2019/05/mosquitto-mqtt-on-openwrt-router.html