This happens to me whenever I'm running localhost and trying to reach an endpoint. If you are not running local and you are in some form of a cloud, then it could be proxy,firewall,company policy. You can try downloading the API cert and upload it manually to your mendix project.
Hit the padlock of the URL and download it from there.
I haven't run into this particular issue before, though I do a lot with external API endpoints, taking your question/context, Claude seems to think there is a chance you need to upload the CA cert to the mendix cloud (instructions below)
If you can send me a screenshot of your rest call, I might be able to give you a better answer, there are a few toggles including a Client Certificate one that you might be worth trying as well