I did not have to delete geoEventSSLCertificate.jks file. As you wrote " If you still need to click 'Continue to this website' then you don't have a trusted certificate.", I clicked on the red X, View Certificate, Install certificate, select Trusted Root Certification Authorities and the import succeeded.
Then the connection in Service Designer succeeded.
I hate these certification issues, specially the self-signed certificate.....
Thanks a lot,