I won't go into the details of explaining how SSL works, but I'll just mention that SSL certificates work with a chain of certificates starting from the top, the root authority, through intermediaries down to your signed certificate for your site. The message you're seeing indicates that the chain of trust could not be established all the way up to the root authority. Since only the root authority is trusted by your system, and trust must extend from there down to the certificate path that leads to your signed certificate, that chain must be unbroken. Apparently it is broken here.
I can think of some possibilities that most likely explain this;
The certificate bundle file is incomplete. This is the file that contains the certificates between the root authority and your signed certificate. To solve this issue, make sure you use all the files handed to you by your certificate signing company. You can use the tool at
https://www.digicert.com/help/ to run through your setup to see if the trust chain is correctly established. If there are errors here then this will almost certainly be your issue.
The root authority is not trusted by your VPN client software. This can happen when for example you're using a very old Connect Client and it doesn't know the root authority. This is rare, because the list of root authority certificates that the Connect Client has loaded and checks for trust establishment is one that doesn't change very often. Often these certificates are valid for a loong time, many years. However it is still a possibility, so if the first option above here all checks out, then an upgrade of your Access Server + Connect Client is a good idea.
