I was told to import a file.txt to the root of my Sophos UTM to verify a Certificate that I just bought

Question

A very good day to you Sir, 
 
 I hope you all are Doing Great Sirs !!! 
 
 So I went over to - www.ssls.com and bought a Cert for my Sophos UTM 9.4 Firewall 
 
 I had to do this because every time I switch on my IPS to decrypt HTTPS traffic, my antivirus keeps on giving me the - Certificate Chain Incomplete Message on every website I surf to 
 
 So I generated a CSR file from within my Sophos UTM and uploaded it into SSLS.com 
 For this, I used all Factitious domain and host names as I do not need a real - domain or a host name or a DNS server 
 I just need to put the certificate into my personal home Sophos UTM Firewall - and there is no need for a real domain or a host name or a DNS server 
 
 After everything is done I ended up with a file that is something like - CA52D4130FASCV32CSBSACAEXCES23C.txt 
 In the ABOVE .txt file is Text that reads something like - CA52D4130FASCV32CSBSACAEXCES23Ccomodoca.com 
 
 So I was told to import this file and put it into the / or root folder of my Sophos UTM Firewall 
 
 I have done all of the above, but the final part is to have my registered domain name in the CSR file be DNS resolvable ... 
 
 This part I am having some problems with as I do not own a Domain and do not have access to a DNS Server 
 
 The Firewall is using DynDns.Org but I am not able to do a WebHop URL Re-Direction or anything like a CName on it 
 
 In order that the domain name from the CSR file is resolvable on the internet, I have to had Registered and Owned that domain in the first place 
 
 I was told that the above has to be done so that when they can resolve my domain name they will activate the Certificate ... 
 
 I was told that the other way to activate the Certificate is to have an email address from the CSR file registration to verify the Certificate 
 
 But since I use all Factitious domain names, I do not have access to this email as well ... 
 
 So I am at a loss on how I can put the Certificate into my Sophos UTM and Activate it too ... 
 
 Using - Self Signed Certificate is not working as it too will make my antivirus keeps giving the - Certificate Incomplete Chain - Error Message 
 
 Can someone please kindly tell me how I am supposed to solve this - Certificate Incomplete Chain issue ? 
 
 Thank you very much for your time and kind help. 
 
 Kind Regards to Everyone !!!

BAlfson · Answer

I afraid I didn't follow your explanation well enough to recommend how to fix your problem, but I'll make a guess: You used a fake FQDN in the CSR, so your cert has that. Rename your UTM to have a host name of the FQDN (use the trick recommended in The Zeroeth Rule in Rulz ) and then create a Host definition as follows: 
 
 If that doesn't resolve your problem, then you are missing certificates and proper importing of that and the two Comodo CAs. 
 I wonder if, instead of buying a cert, you just needed to go to the 'HTTPS CAs' tab in 'Web Protection >> Filtering Options' to download the UTMs signing CA into your PC. 
 Cheers - Bob