The Python Requests library uses its own CA file by default, or will use the certifi package's certificate bundle if installed. Frost performs SSL interception that re-signs the certificates using it's own intermediates, causing errors for external URLs like so:
requests.exceptions.SSLError: [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)
While it's possible to pass your own CA bundle to Requests to override the default CAs, there's a number of third party packages that use Requests under the hood and no way to tell them to use a custom location for verify.
newCA.py outputs wincacerts.pem file
Replace python's cacert.pem with new wincacerts.pem
From your python install:
~\Lib\site-packages\certifi-2017.11.5-py3.6.egg\certifi\cacert.pem
C:\>python -c "import requests; print(requests.certs.where())"