Hi Enrico
You have only imported the client certificate which is used for the server to authenticate your PI system.
The error you are getting is likely due to missing Root CA certificate for the server, which is used by your PI system to authenticate the server. Get the target server's Root CA certificate and import it into TrustedCA keystore in NWA. For more details, you can also refer to my blog below:-
Using XPI Inspector to troubleshoot HTTP SSL connections
Rgds
Eng Swee