I've encountered this problem back when I was still programming on Windows and I have encountered this again as I guide my friend into compiling a Windows-usable version of my software:
http://picpaste.com/pics/10884707_1128873367127279_796341276_n-AEeMhXiv.1419779219.jpg

The program has no hiccup about peer authentication on Linux but the problem still remains on Windows.

We've tried:
conn.verifyPeer = false;
conn.verifyHost = false;
conn.handle.set(CurlOption.ssl_verifypeer, 0);

To no avail.

Is this a bug or am I just missing something?