[bazel.build] unable to find valid certification path behind proxy

I am seeing issue with bazel build whenever I am running behind company's VPN even with http_proxy and https_proxy being set. It is unclear to me what is happening here as https://github.com/bazelbuild/bazel/issues/5741#issuecomment-418071387 the workaround here doesn't work as well.

Unsetting the http_proxy and https_proxy, and getting out of VPN helps but will be unable to run CICD properly.

ERROR: An error occurred during the fetch of repository 'org_pcre_ftp':
   Traceback (most recent call last):
        File "/home/vscode/.cache/bazel/_bazel_vscode/d384688eb617fe7d4be16f77150b3156/external/bazel_tools/tools/build_defs/repo/http.bzl", line 125, column 45, in _http_archive_impl
                download_info = ctx.download_and_extract(
Error in download_and_extract: java.io.IOException: Error downloading [https://ftp.exim.org/pub/pcre/pcre-8.44.tar.gz] to /home/vscode/.cache/bazel/_bazel_vscode/d384688eb617fe7d4be16f77150b3156/external/org_pcre_ftp/temp3322144077550984114/pcre-8.44.tar.gz: PKIX path building failed: sun.security.provider.certpath.SunCertPathBuilderException: unable to find valid certification path to requested tar