Hello Derelict,
thanks a lot for your answer! The guide specifies that the host name of the firewall has to be entered both in the CN and in a SAN with the type "DNS". Since the DNS option doesn't exit in 2.3.2-RELEASE-p1, I chose "FQDN or Hostname", but I had already done that before I created this topic.
In fact, just to make sure I wasn't remembering it wrong, I redid the whole tutorial from scratch with the same result. Since I was following the tutorial that I linked to and not the one you linked to, I hadn't tried out disabling the EKU check, but that lead to the same result aswell.
Regarding the import of the certificate, I again followed every step in the tutorial and I can see the certificate authority in the certificate store.