As already pointed out by Stephan There, libcurl does not answer to .curlrc files. Also you can look at the thread for details on what we already tried in this schanel issue.
Setting Julia_ssl_no_verify AND giving http_proxy and https_proxy according to your corporate proxy should solve the issue, as reported on the accompanying GitHub issue that we files the other day There.
The environnement variable to avoid verifying hosts + the http & https credentials of your proxy should be enough to get rid of this schanel issue.