Hi @Brimmstone
Have a look at ACMESharp which is a powershell library most of the other windows clients are based on.
It gives you more granular control of where the certificates go and will allow you to script the application of the certificate for SSTP VPN.
I believe you will need to install the certificate in to the microsoft trust store for SSTP VPN to be able to use it.
Have a read of another thread and also a good example of using ACME Sharp for Remote Desktop (automatically applying the certificate)
Andrei