Some settings are saved in c:\%username%\.aws\config - always take a look in here.
You can use SETX to set registry enviromentals. But if you set it in a dos window, you have to close it and reopen it for it to read the new regestry. It would be used for any UserID you specify with the Cli.
Example: setx AWS_CA_BUNDLE "c:\Certificates\Starfield\sf_bundle-g2.crt" DOS Registry
To make the CA_BUNDLE user specific, you would change / edit the c:\%username%\.aws\config