ssl – ‘Your connection is not private’ with valid certificate

I use SOCKS5 proxy connection from my Ubuntu box to my Windows machine for my Chrome browser.

I can connect to websites via HTTPS like Google and YouTube (and they show valid certificates from their end), but I cannot connect to e.g. Facebook or Twitter, they show invalid certificate from my Ubuntu box end? But cert is valid and expires in future and loads my Ubuntut box server from https/www? It passes all tests at sslshopper.com and sssllabs.com.

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Demonstration:

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