Project → Settings → open your configuration → Custom
https://docs.mendix.com/howto/integration/use-a-client-certificate#3-running-locally
I did use the '\\’ instead of the '\'.
Did adding the certificate as Luc suggested change the error message at all? Or are you still receiving the same error as before.
The older way of adding a client cert (going back to at least Mendix 5), was to add it in the Project Settings menu:
https://docs.mendix.com/refguide/project-settings#6-certificates
You might give that a try as well.