Hi! I ran into the same issue trying to do some development work on my company laptop. The company uses Zascaler and apparently its modifying the SSL certificate. The easiest solution for me was to download the certificate and tell anaconda where to find it in the preferences menu. It seems every web browser is slightly different but the principle is the same to download the cert you click on this icon in the browser (next you where you enter in URLS):
Then there will be an option related to security . For chrome under the current version of the browser it just says “connection is secure” but if you click on it then another mini menu will pop up at the bottom of that little menu is an selection that says “Certificate is valid” from there you will get a popup menu, navigate to the tab “Details”, and select “Export” in the bottom right of the menu (NOTE: some stack overflow posts mentioned to highlight the “root” one before exporting but im not totally sure you need to). You export it will save the file as a .crt file typically. Save a copy of this file if you are planning on doing some development work as I also needed it in a .pem file (you can just save it as a .pem extension if you do), to make API calls.
From there you can open up anaconda go to “File → Preferences” or hit “ctl + P” in there is an option to specify the path to an SSL certificate, copy the full file path to the certificate you saved from your browser and then you should be able to make an anaconda environment.