This link provides half of the story as WatchGuard you can\’t import the certificate you create on this method as Watchguard need root and the intermediate certificate installed before WatchGuard can accept the certificate for the domain you created. WatchGuard will give you an error
Here is how you create the intermediate and root certificate on windows 10
open the cert.crt file your signing authority give you this should look something like this
click on the certificate path tab
select the highlighted in the blue one and click view certificate and click on the details
click copy file and save that as an intermediate certificate make sure you selected base 64 encoded x.509 (.CER) format do the same thing but select the setico for the root certificate and call it root.cer
on WatchGuard, go-to system manager view>cetificates and import the root.cer 1st (make sure you select the .cer format on the dropdown menu)
do the intermediate same way
then do the certificate your CA gave but convert it to pfx format follow my guide for that