A WinError Error 110 represents "The system cannot open the device or file specified."
In this case, the specified file is the client.pfx file, which the system cannot open because it does not exist. The client.pfx file was not created due to the OpenSSL shown just prior to the attempt to import the certificate.
This situation should be investigated with the assistance of Veeam Support. Please zip the %programdata%\Veeam\Setup folder and create a case.