1. The curltester script doesn't use your PEM file at all. It's only testing whether CURL can reach the destination server. It doesn't do any credential verification, because it's designed to be a standalone tool for testing CURL generally, not specifically.
So, curltester is merely telling you that your server's CURL configuration is peculiar ... insomuch as yours is the first I've ever seen report that particular error message in 10+ years.
A better test, using your PEM file contents, is trying an actual payment in your store.
2. Yes, the name of your PEM file is stored in your Zen Cart database: In your linkpoint_api settings in your Admin you provide the numeric identifier that also matches the filename. And then you manually put the file into the /includes/modules/payment/linkpoint_api/ folder using FTP. Zen Cart uses that number to determine which filename to retrieve from that specific folder.
All the necessary setup is outlined here:
https://www.zen-cart.com/content.php...payment-module