Apparently this can also be an issue with your certificate authority. We use (or have been using) a certificate from GoDaddy. But even exporting that cert with the whole trust chain doesn't work. I corresponded with GoDaddy support and got this response:
Thank you for contacting secure certificate support. Unfortunately you will be unable to use our certificate to sign Adobe files. We are not included in the root certificate program, so your certificate will not be trusted. "
So it looks like you can't use GoDaddy certs with ZXPSignLib. Not sure where to find what authorities are valid. This page, for example, lists GoDaddy as an okay place to buy one from:
https://www.adobeexchange.com/resources/7#signcert
Lawrence