Yeah that's what I was referring to.
The certificate is ultimately being configured in the policy. Check the policy for rules that contain the action "ssl.forward_proxy". Since you are mentioning that the problem only appears for denied requests, there is probably a misconfigured rule in the policy which only fires on exception pages. Search for the string "on_exception" in :8082/Policy/Current and check what issuer_keyring has been configured for that action. If auto has been configured or nothing at all, it will take the default value from the global appliance configuration, which you can check via
#show ssl proxy
Issuer keyring for emulated server certificates: XYZ
...
// XYZ is the keyring used for interception when nothing else is configured in the policy
# show ssl keyring XYZ
// Gives you more information about this certificate
To fix the probem you can either change the appliance config or explicitly specify the keyring of your existing CA certificate in the policy.