The SDK supports CA certificates.
But it needs to have the required bits to act as a CA.
And the CA certificate cannot be the end-user certificate.
You could start with a self-signed certificate with the script in /tools/certs and take it from there.
For the exact steps to verify a certificate, see the OPC UA specification, Part 6, 6.1.3 Determining if a Certificate is trusted.
Our implementation for OpenSSL is here:
Regards, Julius