What is the output of:
openssl version
OpenSSL and similar programs are not very intuitive to start with, and behavior of some commands has changed across releases. Some versions will accept a combined chain for -untrusted, others require multiple arguments for single certificates. E.g.:
openssl verify -purpose sslserver -untrusted combined_chain.pem cert.pem
openssl verify -purpose sslserver -untrusted chain_1.pem -untrusted chain_0.pem cert.pem