Hi @Maurits ,
Based on the description, the possible reason might be your certificate might not be issued for the name the user is browsing for. Since you purchased the certificate from Azure, I recommend you to revisit the configuration. Follow the URL that guides you for the step by step configuration.
Also, you can analyze the certificate from the browser and see whether the required domains are shown in the certificate. For e.g. recently, I published a site ebuildercms.net with alternative names. see the certificate that is displayed in the browser.
You need to ensure your certificate's subject name and alternative names are valid.
Hope this helps