You may need to install one or more intermediate CAs so that your firewall can follow a chain all the way back to a trusted root CA. You can verify this by checking /etc/ssl/cert.pem, which contains the list of CA root certificates that are trusted by your device. If the issuer on your certificate isn't in that file, then you'll need to install intermediate CA certificate(s).
For example, we use RapidSSL certificates here. Since RapidSSL isn't a trusted root CA, we have to install their intermediate CA certificate, which bridges back to GeoTrust, which is a trusted root CA. (Screen shots attached.)



