Zig’s stdlib only supports some versions of TLS (1.1 I believe). You are probably trying to connect to a site that requires a higher version. This is a known limitation and there are of course plans to overcome it, but I don’t know what the plans are exactly.
You can use zig 0.13.0 to fetch the dependency.
You must also add a name after save flag (--save=package-name) because there is no build.zig.zon that specifies the package name.