That is TLS interception, yes. The gateway presents its own certificate and the toolchain does not know the internal CA that signed it. Give it the bundle:
bash
export NODE_EXTRA_CA_CERTS=/etc/ssl/certs/corp-root-ca.pem
export HTTPS_PROXY=http://proxy.corp.example:8080
curl -fsSL https://sdods.com/install.sh | sh
Export it before the installer runs, not after — it has to be in the environment of the processes the installer starts, which is where the failure actually is.
Keep that variable exported for test runs too. The same chain has to verify when a scenario calls an internal API, and it is a confusing morning if the install works and the first API run does not.
What you should not do is disable certificate checking to get past it. That turns a one-line fix into an unaudited machine.
Where to find the bundle, since that is usually the hard part: on a managed Mac it has normally been pushed into the system keychain, and your IT portal will have the .pem for download. Ask for "the root CA in PEM form" rather than "the certificate", or you will be sent the gateway leaf and it will not work.