It seems like there is a problem when CA-MSM tries to access the SUPPORTSERVICES.CA.COM site.
The HTTP Proxy settings:
Enable Proxy settings is ON
Enable Advanced settings is NOT marked
The Test Connection returns : Certificate chaining error.
Cause: Proxy server in the middle does not allow the access through Supportservices.ca.com
Proxy used here: Bluecoat Proxy SG
Use following command from the TSO Ready prompt to verify, you can see the route through your proxy/firewall to supportservices.ca.com.
The command can be entered under TSO on the ISPF P.6 commands prompt:
If the route stops at only internal addresses it's stopped by the proxy/firewall of your company.
Your Network Administrator needs to add Supportservices.ca.com to the bypass list.