ZTNA certificate not secure once in a while

Every once in a while our users will get told that the certificate is not private but if they accept that they are able to login and 2FA against our SAML.

The certificate that shows up as "not private" is a certificate we purchased from GoDaddy.  Every browser should have the GoDaddy CA to validate the cert so I am not exactly sure why we are getting this error.  The SAML server is ADFS running in AWS.  The ADFS hostname is a different domain then the cert ZTNA is complaining about. So I do not know if thats the problem or not.  However, this only happens once in a while and not to everyone and even before ZTNA we never had an issue with ADFS cert.

Anyone have any ideas?