Let's encrypt certificate, Python and Windows
You shouldn't need to add "lets-encrypt-x1-cross-signed.cer" to your Windows machine, since it's only an intermediate certificate. And you shouldn't need to add "isrgrootx1.cer" either, since Let's Encrypt certificates chain to "DST Root X3", which is already included with Windows.
Most likely your web server was not configured to send the intermediate certificate. If you're using Certbot, for instance, you'll want to configure your web server using "fullchain.pem" rather than "cert.pem".