Cloud Access Manager does support SAN certificates but we don't recommend it as every new application added needs an updated certificate to be generated. It's hard to know all the hostnames that you will require up front. It is recommended to use a Wildcard certificate rather than one with Subject alternative names when using Cloud Access Manager.
Cloud Access Manager does not provide an option to include the Subject Alternative names when creating the CSR using the GUI, The certificate provider should be able to add Subject Alternative names required at the point of signing.
Alternatively, a certificate can be generated outside of the GUI and the PKCS12 / PFX file imported.