It is highly recommended that you convert to and from .pfx files on your own machine using OpenSSL so you can keep the private key there. Use the following OpenSSL commands to convert SSL certificate to different formats on your own machine:
OpenSSL Convert PEM
Convert PEM to DER
openssl x509 -outform der -in certificate.pem -out certificate.der
Convert PEM to P7B
openssl crl2pkcs7 -nocrl -certfile certificate.cer -out certificate.p7b -certfile CACert.cer
Convert PEM to PFX
openssl pkcs12 -export -out certificate.pfx -inkey privateKey.key -in certificate.crt -certfile CACert.crt
OpenSSL Convert DER
Convert DER to PEM
openssl x509 -inform der -in certificate.cer -out certificate.pem
OpenSSL Convert P7B
Convert P7B to PEM
openssl pkcs7 -print_certs -in certificate.p7b -out certificate.cer
Convert P7B to PFX
openssl pkcs7 -print_certs -in certificate.p7b -out certificate.cer
openssl pkcs12 -export -in certificate.cer -inkey privateKey.key -out certificate.pfx -certfile CACert.cer
OpenSSL Convert PFX
Convert PFX to PEM
When converting a PFX file to PEM format, OpenSSL will put all the certificates and the private key into a single file. You will need to open the file in a text editor and copy each certificate and private key (including the BEGIN/END statements) to its own individual text file and save them as certificate.cer, CACert.cer, and privateKey.key respectively.
openssl pkcs12 -in certificate.pfx -out certificate.cer -nodes
Ref: SSL Converter – Convert SSL Certificates to different formats (sslshopper.com)