After reviewing, I believe the test program did not accurately reflect the cert chain. I used an openssl command to view the chain. I showed that the leaf was being returned twice, but no other certs were returned. I modified the load balancer certificate to return the entire chain. It appears to be working. Thank you for your help.

I have found the root cert in the link you provided, so according to your comment, I should not have to specify any AnchorCertificateAssetReferences. I wrote a test program to see what certificates are returned (a simple get to my dev server). The X509Chain includes all 3 certs. Leaf, intermediate, root. I will attempt to get the sysdiagnose logs and examine them. If I can get them, I'll submit them as well.