Solved.
In fact I feel really stupid but who knows someone else might come across and scratch his head like I did so as usual better sharing in case it can profit and spare some time.
While reading here and there (I really feel like an idiot ...) I figured out I was entering my CSR instead of entering my private key. But then where is my private key ?
I have generated the cert with the tool from digicert. Filled in all the fields so I am ending up with my cert and my csr ... No private key 
So to get the key a bit of googling as usual and figured it out.
Add to export the cert with the private key and using openssl managed to recover the key
Export the private key file from the pfx file
openssl pkcs12 -in filename.pfx -nocerts -out key.pem
Export the certificate file from the pfx file
openssl pkcs12 -in filename.pfx -clcerts -nokeys -out cert.pem
Remove the passphrase from the private key
openssl rsa -in key.pem -out server.pem
Chained up all three certs downloaded previously into one. Pasted this into the SSL part. Copied the server.pem content into the private key part and TaDaaa 
Here comes the green box
Cheers
Seb