After using the 'Generate Key Pair and CSR' button under the 'Manage Certificates' section of Cloud Access Manager, the 'Download CSR' button will then appear.
Clicking on the 'Download CSR' button will download the CSR file the very first time it is clicked.
However subsequent attempts to click on the button will result in no file being downloaded.
You should be able to import a certificate in the Cloud Access Manager user interface which contains both the public and private key.
This then negates the need for a CSR when generating the certificate.
See section “Installing a fully signed certificate from a certificate archive file” in the following documentation link:
Waiting for a fix in a future release of Cloud Access Manager.