Connection fails behind corporate proxy

[avpjanm]

I use git for windows behind a corporate proxy and use connect.exe to tunnel the ssh connection:

Host *
 ProxyCommand "C:/Program Files/Git/mingw64/bin/connect.exe" -H localhost:9000 %h %p
 TCPKeepAlive yes
 IdentitiesOnly yes

The corporate proxy (Zscaler) performs package inspection and therefore I need to add the proxy's root ca certificate to the trust store.

Unfortunately I could not identify the ca-bundle used by connect. Hence the connection fails with a key exchange exception.

What trust store is used by connect.exe?