Could it be that there are illegal characters in the key? You can check this with this command:
# file server.key
If there are you could try this openssl command to remove them.
# tail -c +4 server.key > new_server.key
And you can verify your chain also. See stack overflow https://stackoverflow.com/questions/25482199/verify-a-certificate-chain-using-openssl-verify
After working through Ronald’s answer on here, and some calls to Mendix, the answer turned out to be that after I converted the PFX to PEM, I then needed to change the encryption of the key from 509...something...to RSA, all through OpenSSL. Once I did that, I was able to get everything uploaded!