Error: unable to verify the first certificate if using puppeteer_download_host

We have set up nexus proxy for caching chrome binaries. puppeteer_download_host is set to the desired repo (the url is reacheable by curl). But npm i --save-dev puppeteer causes:

Error: unable to verify the first certificate 

Steps to reproduce

Tell us about your environment:

• Puppeteer version: latest stable (i think)
• Platform / OS version: wsl2 ubuntu 18.04
• URLs (if applicable):
• Node.js version: 12.14.1

What steps will reproduce the problem?

Please include code that reproduces the issue.

Please note, sass_binary_site works nice over the same nexus, because CA certificates are already installed into system CA store.

What is the expected result? Correct download of binaries from internal nexus proxy

What happens instead? While trying to isntall npm i --save-dev puppeteer i’m getting following exception:

> puppeteer@2.1.0 install /app/node_modules/puppeteer
> node install.js

ERROR: Failed to download Chromium r722234! Set "PUPPETEER_SKIP_CHROMIUM_DOWNLOAD" env variable to skip download.
Error: unable to verify the first certificate
    at TLSSocket.onConnectSecure (_tls_wrap.js:1321:34)
    at TLSSocket.emit (events.js:223:5)
    at TLSSocket._finishInit (_tls_wrap.js:794:8)
    at TLSWrap.ssl.onhandshakedone (_tls_wrap.js:608:12)
  -- ASYNC --
    at BrowserFetcher.<anonymous> (/app/node_modules/puppeteer/lib/helper.js:111:15)
    at Object.<anonymous> (/app/node_modules/puppeteer/install.js:62:16)
    at Module._compile (internal/modules/cjs/loader.js:955:30)
    at Object.Module._extensions..js (internal/modules/cjs/loader.js:991:10)
    at Module.load (internal/modules/cjs/loader.js:811:32)
    at Function.Module._load (internal/modules/cjs/loader.js:723:14)
    at Function.Module.runMain (internal/modules/cjs/loader.js:1043:10)
    at internal/main/run_main_module.js:17:11 {
  code: 'UNABLE_TO_VERIFY_LEAF_SIGNATURE'
}
npm ERR! code ELIFECYCLE
npm ERR! errno 1
npm ERR! puppeteer@2.1.0 install: `node install.js`
npm ERR! Exit status 1
npm ERR!
npm ERR! Failed at the puppeteer@2.1.0 install script.
npm ERR! This is probably not a problem with npm. There is likely additional logging output above.

npm ERR! A complete log of this run can be found in:

[alexandresalome]

I discovered that you can configure Node SSL checks at runtime by specifying an environment variable to the node binary:

NODE_TLS_REJECT_UNAUTHORIZED=0 node example.js

[ghenadiibatalski]

Same with current version ^19.0.0 : NODE_TLS_REJECT_UNAUTHORIZED=0 works, but it can not be a solution.