I am creating a Keyring for TN3270, do I have to Connect the CERTAUTH signing chain of certificates that signed the Server Personal certificate to the Keyring?
You would need to connect the all of CA certificates in the signing chain for certificate SITECERT.TN3270 or specify 'CACHAIN' on the TN3270E.RING Keyring.
The 'CACHAIN' does the following:
CACHAIN|NOCACHAIN
For each certificate connected to the KEYRING with USAGE PERSONAL automatically include the chain of CA signing certificates on the KEYRING. To qualify for inclusion, the CA signing certificates must be trusted CERTAUTH certificates. The CA signing certificates do not need to be connected if CACHAIN is specified.
You can add 'CACHAIN' to the Keyring as follows from TSO ACF.
ACF
SET PROFILE(USER) DIV(KEYRING)
CHANGE TN3270E.RING CACHAIN