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You need to be able to visit http://second.com from the internet in order to use CertSage to acquire a certificate for second.com. The URL https://main.com/second/index.html is already covered by the certificate for main.com. That's not a URL under second.com. I think you might be confusing how addon domain names work cPanel. Yes, their content lives in a directory inside the directory for the main domain name. However, you're not supposed to access that content using the main domain name. This guide describes in detail how to setup CertSage for addon domain names:
Without knowing your actual domain names, it is very difficult to help you properly. I suspect that you have some type of redirection in place, which makes things a bit more complex.