See there
Chain - too much certificates, don't send root certificates
1 CN=fxpackage.com
2 CN=DST Root CA X3, O=Digital Signature Trust Co.
3 CN=Let's Encrypt Authority X3, O=Let's Encrypt, C=US
The root certificate is sent as the second certificate.
Looks like sslshopper doesn't resort the certificates. So the error message is buggy.