Yes, looks like there is something wrong. (Did you try the generation with another browser?, if you're using windows - as bad as this sounds - try it once with IE)
And while you talk about this with PA support ... you could simply use tools like openssl to generate the key and CSR for you.
Thank you very much everyone for your support, I left the Common Name as .mydomain.com and then on the CA directly you can indicate this is a wildcard certificate and they will prepend the * for you so the final result will be *.mydomain.com.
Then when I imported the signed certificate it was successful.
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