Actually I realised that I need to do datahub init to change the instance, but it requires a certificate. I can ingest by just disabling the ssl_verification in the recepy, but don't know how to do it at CLI level. I get this error:

[gmarin@mdhprot901 scripts]$ datahub --debug delete --urn "<urn:li:dataPlatform:tableau,01940b73-3c6b-1938-c971-e03e06d60e5d,PROD>"

[2023-05-30 14:58:32,982] DEBUG    {datahub.telemetry.telemetry:219} - Sending init Telemetry

[2023-05-30 14:58:33,118] DEBUG    {datahub.upgrade.upgrade:132} - server_config:{'models': {}, 'patchCapable': True, 'versions': {'linkedin/datahub': {'version': 'v0.10.2', 'commit': '4ec280ee208663f3116118004fd0fde4c856f06c'}}, 'managedIngestion': {'defaultCliVersion': '0.10.0', 'enabled': True}, 'statefulIngestionCapable': True, 'supportsImpactAnalysis': True, 'timeZone': 'GMT', 'telemetry': {'enabledCli': True, 'enabledIngestion': False}, 'datasetUrnNameCasing': False, 'retention': 'true', 'datahub': {'serverType': 'prod'}, 'noCode': 'true'}

[2023-05-30 14:58:33,461] DEBUG    {datahub.telemetry.telemetry:226} - Error initializing telemetry: HTTPSConnectionPool(host='<http://track.datahubproject.io|track.datahubproject.io>', port=443): Max retries exceeded with url: /mp/engage (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1125)')))

[2023-05-30 14:58:33,462] DEBUG    {datahub.telemetry.telemetry:248} - Sending telemetry for function-call

[2023-05-30 14:58:33,919] DEBUG    {datahub.telemetry.telemetry:257} - Error reporting telemetry: HTTPSConnectionPool(host='<http://track.datahubproject.io|track.datahubproject.io>', port=443): Max retries exceeded with url: /mp/track (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1125)')))

Failed to connect to DataHub server at <https://datahub-api.apps.ocp-poc.muac.corp.eurocontrol.int>. Run with datahub --debug delete ... to get more information.

[2023-05-30 14:58:33,934] DEBUG    {datahub.cli.cli_utils:237} - Failed to connect with HTTPSConnectionPool(host='<http://datahub-api.apps.ocp-poc.muac.corp.eurocontrol.int|datahub-api.apps.ocp-poc.muac.corp.eurocontrol.int>', port=443): Max retries exceeded with url: /config (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1125)')))

[2023-05-30 14:58:33,935] DEBUG    {datahub.telemetry.telemetry:248} - Sending telemetry for function-call

[2023-05-30 14:58:34,408] DEBUG    {datahub.telemetry.telemetry:257} - Error reporting telemetry: HTTPSConnectionPool(host='<http://track.datahubproject.io|track.datahubproject.io>', port=443): Max retries exceeded with url: /mp/track (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1125)')))

Found it. Export this variable to the path of your certificate: export REQUESTS_CA_BUNDLE=<path>