You are going to have to list out exactly step by step what done then as the SK seems to contain what to do when reading through,
https://supportcenter.checkpoint.com/supportcenter/portal?eventSubmit_doGoviewsolutiondetails=&solut...
Shows a little more about having once opened an R80.x SmartDashboard for the HTTPS Inspection Policy but is once in there the same as on R77.x in the SK,
I would think that Check Point take it that you need to install the Policy afterwards for it to take affect as a given as is hammered into everyone that make a change and need to install Policy afterwards.
If haven't finished importing the SHA-256 Cert then would still be using the SHA-1 which presumbably you had working fine so wouldn't get any errors still.
So How have you exported the certificate and then distributed the Client Machines as if the Client PC not trusting the Certs then it looks as though either not in the Trusted Root CA store on the machine or hasn't imported to the machine properly for which looking more at the PC rather then Check Point.