You could attach the certificate to request in SendRequest2 event yourself:
context.SendingRequest2 += (sender, eventArgs) =>
{
// We can safely cast RequestMessage to HttpWebRequestMessage if this is not in batch.
if (!eventArgs.IsBatchPart)
{
((HttpWebRequestMessage)eventArgs.RequestMessage).HttpWebRequest.ClientCertificates.Add(theCertificate);
}
};