Same problem here. I'm googling trying to find where I change the certificate chain when using haproxy as a https front end offloader.
I'm using the acme client in OPNsense and letting haproxy use this as a https frontend.
Any ideas or pointers welcome. If I find it I'll post here 
I have /etc/ssl/openssl.cnf for example but have no idea if that is used in this context
# ls -la /etc/ssl/
total 756
drwxr-xr-x 2 root wheel 512 Sep 30 07:58 .
drwxr-xr-x 27 root wheel 2048 Sep 30 09:08 ..
-rw-r--r-- 1 root wheel 691762 Sep 30 07:58 cert.pem
-rw-r--r-- 1 root wheel 10921 Sep 2 10:21 openssl.cnf