This does not work. It should, but it does not. I have done this before for other service and libraries, but for some reason with api.openai.com, it just does not work.
We use a VPN client for work computer when connecting remote to company network and this seems to be a common factor for others reporting this issue. Still doesn’t make sense though because other online service with Python libraries that present this same issue can be fixed by adding cert to cacerts.pem. Seems to be something different about OpenAI’s cert where it still fails.