The documentation for that parameter states: "The cadata object, if
present, is either an ASCII string of one or more PEM-encoded
certificates or a bytes-like object of DER-encoded certificates."
Similar wording is used for PY2 and PY3. But that's a bit of a
backporting bug in the documentation, since "ASCII string" and
"bytes-like object" sound like they could both be str under PY2. In
fact, if the type is str it's assumed to be DER-encoded and
PEM-encoded cadata must use the unicode type under PY2
(https://bugs.python.org/issue37079):
https://github.com/python/cpython/blob/2149a9ad/Modules/_ssl.c#L3011

Thus, these type declarations should use Union[Text, bytes, None]
instead of Union[str, bytes, None].

Also, _create_unverified_context exists in Python 2:
https://github.com/python/cpython/blob/2149a9ad/Lib/ssl.py#L448