when you say intermediate certificate could you clarify?
OK, but it's going to be long. You have been warned. (-:
SSL/TLS certificates are intended to accomplish two things: (1) they provide a public key for you to use in encrypting communications with the site; and (2) they validate, to a degree, that the site you're communicating with is who you think it is. To do the latter, they're signed by a certificate authority (CA). In the old days, when the dew of creation was fresh upon the web, SSL certificates were very expensive, and they were issued directly by trusted CAs. There were a handful of trusted CAs, and their root certificates were directly installed in your web browser, so your browser would know to trust them.
As Internet traffic grew, that quickly became impractical for a number of reasons. CAs have changed to the model we see today, where nearly all TLS certs are issued by intermediate CAs. There are a few dozen trusted root CAs, whose certificates are hard-coded into your browsers and operating systems. Those rarely, if ever, sign individual server certificates. Instead, they sign other CA certificates ("intermediate certificates"). Those certificates, in turn, are what are used to sign individual server certificates. To show that your individual server certificate is trusted, your browser needs to see a chain of trust back to a root certificate it trusts.
In your case, your certificate for adhdservers.com was signed by one of Comodo's intermediate CA certificates,
Comodo RSA Domain Validation Secure Server CA. That certificate was signed by another of Comodo's intermediate CA certificates,
COMODO RSA Certification Authority. That certificate, in turn, was signed by a completely different root CA,
AddTrustExternalCARoot, which is presumably (hopefully) trusted by your browser.
When you browse to
https://adhdservers.com, your FreeNAS box presents a certificate saying, in effect, "Comodo RSA Domain Validation Secure Server CA says I'm legitimate." The error message your seeing is saying, "great, but who's
Comodo RSA Domain Validation Secure Server CA?" To correct that error, you need to serve the cert for Comodo RSA Domain Validation Secure Server CA, as well as the cert for COMODO RSA Certification Authority.
The way you do that with nginx (the web server software used by FreeNAS) is to put all the (three, in your case) certificates together. If you have four, the fourth is probably the root, which isn't needed, but isn't likely to hurt anything. If all the certs are together in the cert file given to nginx, it will serve them properly, and things will be good. The problem is that FreeNAS got a little too clever parsing the input in the web GUI, and took only the first certificate pasted into that field, discarding anything else. They say they've fixed the bug, but what you're seeing suggests they may not have.