The single case when I couldn't find a library that would really suit my needs is a TOML parser. The only TOML library for OCaml that existed when I started soupault (To.ml) has incompatibilities with the TOML spec and I categorically disagree with its design.
My solution was to write a new TOML library [2] for my own use and for the benefit of the community. It uses OCaml functors to allow the user to plug their own bignum and calendar libraries if needed and I think it's much easier to use.
Well, the topological sort library [4] also counts (sort of): there are generic graph libraries that already implement sorting, I wanted it to produce user-friendly error messages about cycles or non-existing dependencies, and to take a simple assoc list rather than a custom graph type, so I also made my own.
It's used for sorting "widgets" (page processing steps) according to dependency lists that users can specify in the config (like `after = ["foo", "bar"]`).
Other than that, one thing I really like about OCaml is that the compiler team and most library maintainers are considerate towards downstream users with respect to compatibility.
The Lua interpreter [3] that soupault uses for its plugin API is a revived 20 year old research project. It only needed minor modifications to build with recent compiler versions.
[1] https://github.com/aantron/lambdasoup
[2] https://github.com/dmbaturin/otoml