Create a CA Certificate with salesforce site

I have a Salesforce Site [mycompany.secure.force.com/path] that has https. Recently, using CPanel, I create a CNAME Record pointing subdomain.domain.pt to subdomain.domain.pt.[salesforceAPiIdentifier].live.siteforce.com and add subdomain.domain.pt to Salesforce domains, creating also a custom url with no path.

Doing this I can use that subdomain that redirects me to me first url. However I'm a bit stuck because I've no longer have HTTPS on that url (the first url still has it).

I try to generate a csr file on salesforce but I can't do much with that. How do I generate a CA-Certificate? I've https on domain.pt but probably since I don't have this new subdomain associated with that certificate it doesn't work, right? I've tried using CPanel to generate the CA-signed but I can't, I can only generate a SSL certificate, which isn't very useful.

Sorry I'm a little newbie at this, so probably I'm confusing some concepts.

Thank you