Hi @Zeru,
your cert_sharepoint_sub.pem-certificate looks good to me, and I think something went wrong with the import: if you compare the Subject of your screenshot to the error message they do not conform (e.g. the common name CN=*.sharepoint.com vs CN=.azureedge.net) - so we have to put this certificate in the correct place 
The folder is correct - based on your previous screenshot you imported file cert_sh.pem, based on the current screenshot its named cert_sharepoint_sub.pem. Is the cert_sh.pem correct as well?
You can check the content of the keystore e.g. with keytool -list -keystore cacerts or a specific alias with keytool -list -keystore cacerts -alias <sharepoint-alias>. Would something show up if you try keytool -list -keystore cacerts | findstr "sharepoint"? If not, could you retry to import the certificate to the store?
Best, Lukas