I had this issue and discovered I had a corrupt installation of urllib. Take a look at your packages directory and correlate its contents with the urllib3 files shown here: https://github.com/urllib3/urllib3/tree/1.26.x/src/urllib3

If files are missing, you're having the same problem. (I assume this was caused by a connectivity issue during the install.)

For me, uninstalling and reinstalling urllib3 worked. Be sure to check your version first -- ex

pip show urllib3
# check the VERSION shown and replace 1.26.17 below.
pip uninstall urllib3
pip install urllib3==1.26.17