This is noted.
I already inquired with Certificate Authorities and requested a trial certificate.
Now it works and able to determine which CA can be used.
I hope IBM can also update third-party CA or collaborate with each other. There are guides is no longer valid since Domino 9 versions are being used.
AFAIK, the built-in Certificate Request on Domino 9+ is no longer compatible with the creation of keyring and unsuccessfully integrate of 3rd party certificates with Domino.
But this is greatly appreciated, thank you!