curl: (60) SSL certificate problem: when uploading behind proxy

I need to do curl uploading behind company proxy. and I've getting the following two type of problems depending on the site that I try,

• curl: (35) error:1408F10B:SSL routines:ssl3_get_record:wrong version number
• curl: (60) SSL certificate problem: unable to get local issuer certificate

Here are the details:

Case 1:

. . . 
< HTTP/1.1 200 Connection established
< Proxy-agent: CCProxy
< 
* Proxy replied 200 to CONNECT request
* CONNECT phase completed!
* ALPN, offering h2
* ALPN, offering http/1.1
* successfully set certificate verify locations:
*   CAfile: /etc/ssl/certs/ca-certificates.crt
  CApath: /etc/ssl/certs
* TLSv1.3 (OUT), TLS handshake, Client hello (1):
* CONNECT phase completed!
* CONNECT phase completed!
* error:1408F10B:SSL routines:ssl3_get_record:wrong version number
* Closing connection 0
curl: (35) error:1408F10B:SSL routines:ssl3_get_record:wrong version number

Case 2:

$ curl -vX POST -d "userId=5&title=Hello World&body=Post body." https://jsonplaceholder.typicode.com/posts
Note: Unnecessary use of -X or --request, POST is already inferred.
* Uses proxy env variable https_proxy == 'http://10.xx.xx.xx:808/'
*   Trying 10.xx.xx.xx:808...
* TCP_NODELAY set
* Connected to 10.xx.xx.xx port 808 (#0)
* allocate connect buffer!
* Establish HTTP proxy tunnel to jsonplaceholder.typicode.com:443
> CONNECT jsonplaceholder.typicode.com:443 HTTP/1.1
> Host: jsonplaceholder.typicode.com:443
> User-Agent: curl/7.68.0
> Proxy-Connection: Keep-Alive
> 
< HTTP/1.1 200 Connection established
< Proxy-agent: CCProxy
< 
* Proxy replied 200 to CONNECT request
* CONNECT phase completed!
* ALPN, offering h2
* ALPN, offering http/1.1
* successfully set certificate verify locations:
*   CAfile: /etc/ssl/certs/ca-certificates.crt
  CApath: /etc/ssl/certs
* TLSv1.3 (OUT), TLS handshake, Client hello (1):
* CONNECT phase completed!
* CONNECT phase completed!
* TLSv1.3 (IN), TLS handshake, Server hello (2):
* TLSv1.2 (IN), TLS handshake, Certificate (11):
* TLSv1.2 (OUT), TLS alert, unknown CA (560):
* SSL certificate problem: unable to get local issuer certificate
* Closing connection 0
curl: (60) SSL certificate problem: unable to get local issuer certificate
More details here: https://curl.haxx.se/docs/sslcerts.html

curl failed to verify the legitimacy of the server and therefore could not
establish a secure connection to it. To learn more about this situation and
how to fix it, please visit the web page mentioned above.

The problem is not the above CCProxy, but our company is using the Zscaler transparent proxy which is intercepting SSL requests with its own certificate.

Is there any way to fix it pls?

$ curl --version
curl 7.68.0 (x86_64-pc-linux-gnu) libcurl/7.68.0 OpenSSL/1.1.1g zlib/1.2.11 brotli/1.0.7 libidn2/2.3.0 libpsl/0.21.0 (+libidn2/2.3.0) libssh2/1.8.0 nghttp2/1.40.0 librtmp/2.3
Release-Date: 2020-01-08

$ lsb_release -a 
No LSB modules are available.
Distributor ID: Debian
Description:    Debian GNU/Linux bullseye/sid
Release:        testing
Codename:       bullseye

Zscaler is providing here documentation to add custom certificates for some applications (such as cURL) and languages.