Google Cloud SDK config from behind a proxy

Question

I want to initialize the SDK and am repeatedly running into reachability fails. I'm behind an organizational proxy and I think that is the problem, although I set the necessary info as provided from the organization. I installed the SDK from the archives here: https://cloud.google.com/sdk/docs/downloads-versioned-archives (Windows 64-bit (x86_64) with Python bundled). What is frustrating is that I managed to set it up a year ago, in the same organization with the same device. Its OS just got reinstalled since then but I expected I could install it this time, too.

So this is what I get (masked) running gcloud config list proxy/:

address = [my.proxy.host.address]
password = [my_pwd]
port = [port]
type = http
username = [user.name]

Then I run gcloud init and get the following:

ERROR: Reachability Check failed.

and httplib2 and requests modules cannot reaching urls:

    httplib2 cannot reach https://accounts.google.com:
[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129

    httplib2 cannot reach https://cloudresourcemanager.googleapis.com/v1beta1/projects:
[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129)

    httplib2 cannot reach https://www.googleapis.com/auth/cloud-platform:
[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129)

    httplib2 cannot reach https://dl.google.com/dl/cloudsdk/channels/rapid/components-2.json:
[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129)

    requests cannot reach https://accounts.google.com:
HTTPSConnectionPool(host='accounts.google.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129)')))

    requests cannot reach https://cloudresourcemanager.googleapis.com/v1beta1/projects:
HTTPSConnectionPool(host='cloudresourcemanager.googleapis.com', port=443): Max retries exceeded with url: /v1beta1/projects (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129)')))

    requests cannot reach https://www.googleapis.com/auth/cloud-platform:
HTTPSConnectionPool(host='www.googleapis.com', port=443): Max retries exceeded with url: /auth/cloud-platform (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129)')))

    requests cannot reach https://dl.google.com/dl/cloudsdk/channels/rapid/components-2.json:
HTTPSConnectionPool(host='dl.google.com', port=443): Max retries exceeded with url: /dl/cloudsdk/channels/rapid/components-2.json (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1129)')))

I am not familiar with ssl certificates, so feel a bit lost.