You should use default PdoDataSource, you can create the connection like this:

function settings() {
    return [
        "dataSources"=>[
            "mydb"=>[
                "connectionString"=>"...",
                "usename"=>"...",
                "password"=>"...",
                "options"=>[
                    \PDO::MYSQL_ATTR_SSL_KEY    =>'/path/to/client-key.pem',
                    \PDO::MYSQL_ATTR_SSL_CERT=>'/path/to/client-cert.pem',
                    \PDO::MYSQL_ATTR_SSL_CA    =>'/path/to/ca-cert.pem'
                ]
            ]
        ]
    ];
}

Hope that helps.