Sgadmin failing with certificate_unknown error with self-signed certificates

sun.security.provider.certpath.SunCertPathBuilderException: unable to find valid certification path to requested target

This error means that the certificate you use in your sgadmin call could not be validated against the root (and intermediate certs if you have any) certificate. Look at this answer Certifiicates for Search Guard Causing an Issue - #2 by jkressin.

Validate the chain of certificates.