Well, the certificate file is greyed in the "Download" section. If you go to the "Internal Storage" -> "Downloads" folder then you can choose your certificate file.
But is it a good note, I think we can improve this behavior.
Wow, I got this.
One time, I had this bug. Unfortunately, Android 11 has been broken itself. Try to reset all network configs:
Go to Settings (I mean System settings) -> General -> Reset -> Reset network settings.
After that, set up the HTTPs filtering and VPN profile of AdGuard again.