Why does validation of certificates fails with the error of "CA certificate not found"?
Certificates in PKI (Public Key Infrastructure) make a chain to the trusted root certificate. Complete validation includes building such chain and validating each certificate in it (except the trusted root which is literally trusted). If there are several certificates in the chain, the validator should be able to find each CA certificate in the chain up to the root.
On Windows in many cases SecureBlackbox uses system certificate storages (CA and ROOT stores) for CA and root certificates accordingly. Unix systems don't have a unified storage similar to Windows storage at all, and storages of MacOS, iOS and Android are currently not supported. Consequently in many situations SecureBlackbox can't find the CA certificate due to lack of storages.
This problem is solved in a trivial way: your applications need to carry your own lists of known CA certificates and of trusted ROOT certificates. This is exactly what Firefox and Adobe software do, and so do many other applications.