When I launch JMeter and start a recording in the "HTTP(S) Test Script Recorder" a window pops-up indicating that a Root CA certificate has been generated in the JMeter bin directory, but when I go to the bin directory there isn't any certificate there. I am using JMeter 5.4.1 on Windows 10.
Based on this, I tried launching JMeter with administrator permissions and checked the permissions of the bin directory but still no certificate was generated.
As suggested here, I also tried to delete the files ApacheJMeterTemporaryRootCA.crt, ApacheJMeterTemporaryRootCA.usr and proxyserver.jks from the bin directory. Afterwards, I launched JMeter again and started the recorder but still no certificate was generated.
I also tried using a different version of JMeter and downloaded version 5.4.3, but the certificate was still not generated.
[EDIT]
According to Dmitri T's suggestion, the jmeter log can be viewed here.