Delay in sending a HTTP request to Open AI model

I have coded a C++ binary using WinHTTP running on Windows 11 to send a prompt to Open AI and get a response from it. WinHTTP has the following stages:

1. Create a session with WinHTTPOpen().
2. Create a connection with WinHttpConnect(). Server is api.openai.com.
3. Create a request with WinHttpOpenRequest(). I use POST for /v1/chat/completions.
4. Send the request to the server with WinHttpSendRequest().
5. Receive a response from the server with WinHttpReceiveResponse().
6. Read the data with WinHttpQueryDataAvailable() and WinHttpReadData().

Step 4 is taking 6.8 seconds on an average for simple prompts that I send. Simple means something like "How far is Earth from the Sun?", "How many planets are there in the Solar System?", etc. Rest of the steps take 1 to 30ms. But the 6800 ms for Step 4 stood out. I tried to pre-warm the connection by going through the whole sequence (steps 1 to 6) ahead of time with a dummy prompt ("Say hello to me"), retaining the session and connection and only crafting the request (Step 3 onwards) later when I test with variable prompts. Sometimes Step 4 takes 3500 ms, but mostly it takes 6800 ms. During the investigation I found it is using HTTP/1.1, not HTTP/2.

Is there a client side configuration to reduce the latency?