How to solve the "SSL certificate problem: unable to get local issuer certificate" error in OpenShift 4 using a proxy?

Issue

The reported error is:

$ curl -vv https://docker.onetrust.io/
...
* Proxy replied 200 to CONNECT request
* CONNECT phase completed!
* ALPN, offering h2
* ALPN, offering http/1.1
* successfully set certificate verify locations:
*   CAfile: /etc/pki/tls/certs/ca-bundle.crt
  CApath: none
* TLSv1.3 (OUT), TLS handshake, Client hello (1):
* CONNECT phase completed!
* CONNECT phase completed!
* TLSv1.3 (IN), TLS handshake, Server hello (2):
* TLSv1.2 (IN), TLS handshake, Certificate (11):
* TLSv1.2 (OUT), TLS alert, unknown CA (560):
* SSL certificate problem: unable to get local issuer certificate
* Closing connection 0
curl: (60) SSL certificate problem: unable to get local issuer certificate