Youtube-dl shows error: Empty certificate data

Enviroment: ReactOS 32 bits - GCC (dbg)

Build: 0.4.15-dev-2355-gaf9df93
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Steps to reproduce the issue:

Step 1: Install ReactOS.

Step 2: Download and install - Microsoft Visual C++ 2010 Redistributable Package (x86) : https://www.microsoft.com/en-US/download/details.aspx?id=5555

Step 3: Download and install - Youtube-dl: https://github.com/ytdl-org/youtube-dl/releases/download/2021.04.17/youtube-dl.exe

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Expected behavior: Running as it does in Windows XP or Windows 2003.

Behavior: A long traceback that splash finally a ValueError: Empty certificate data

Screenshot: Youtube-dl.png

Log: Youtube-dl ROS.log

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We lack the certs into the registry entries of CA. I am not sure if we can create them or whatever.

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Related to Wine and Python issues:
https://github.com/ytdl-org/youtube-dl/issues/8132
https://bugs.python.org/issue26313
https://www.winehq.org/pipermail/wine-bugs/2016-April/441496.html

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The behavior is exactly the same than trying to install it through Python's PIP3.