On Windows, I solved it by creating a pip.ini file in %APPDATA%\pip\
e.g. C:\Users\asmith\AppData\Roaming\pip\pip.ini
In the pip.ini I put the path to my certificate:
[global]
cert=C:\Users\asmith\SSL\teco-ca.crt
https://pip.pypa.io/en/stable/user_guide/#configuration has more information about the configuration file.