While it’s not hard to generate a certificate, something about your story makes me question whether you are going about this the right way.
The reason is, even if you make a certificate today, it will only be valid for 90 days. What are you going to do 90 days from now - email them again with a new certificate? The process isn’t realistic.
Usually people setup tools to perform automatic SSL and renewal for them via Let’s Encrypt, without messing about with manually acquiring .crt files etc… For example, using https://certbot.eff.org/ will do all the CSR, key and certificate stuff for you.
What is the nature of this redirection? Are you moving a website to WP Engine?
WP Engine offers free automatic SSL once you point your domain to them - it shouldn’t be necessary to send a certificate to them.