Hello ewidjaya,
Thank you for posting in Microsoft Community forum.
1.Do you have internal Windows CA server in your domain?
2.Is "a VMWARE Horizon connection server" a Windows server?
3.Based on the description "I got this message when I tried requesting a certificate.", how did you request a certificate? Please provide the request steps if possible.
Meanwhile, if you select a certificate template during the certificate request wizard, you can try to change the CSP to "Key Storage Provider" in certificate template, in Cryptography tab.
Here is a thread that not similar but with the same error message for your reference.
Choose CSP when using Get-Certificate powershell - Microsoft Q&A
I hope the information above is helpful.
If you have any question or concern, please feel free to let us know.
Best Regards,
Daisy Zhou