I was able to bypass the issue (at least connects) by commenting the --compressed line in request.el
~/.emacs.d/elpa/.../request-20190923.1502/request.el
line 909 inside (cl-defun request--curl-command)
;; FIXME: test automatic decompression
;; "--compressed" ;; this line originally was not commented
Maybe the automatic decompression in windows was not tested? its strange because curl (from anaconda or cygwin) have the compressed flag
curl --help
Usage: curl [options...] <url>
--abstract-unix-socket <path> Connect via abstract Unix domain socket
--anyauth Pick any authentication method
-a, --append Append to target file when uploading
--basic Use HTTP Basic Authentication
--cacert <file> CA certificate to verify peer against
--capath <dir> CA directory to verify peer against
-E, --cert <certificate[:password]> Client certificate file and password
--cert-status Verify the status of the server certificate
--cert-type <type> Certificate file type (DER/PEM/ENG)
--ciphers <list of ciphers> SSL ciphers to use
--compressed Request compressed response
--compressed-ssh Enable SSH compression
...
I know it's a hack and not a solution, so use at your own discretion.