Add self-signed root certificate to Azure App Service

I have an Azure based .NET web application that we are trying to connect to a client's local ADFS environment. We are able to access the resource through the Azure Hybrid connection, but when we try to get the authentication headers from ADFS, we get a certificate error.

After doing some digging, we found that instead of using a certificate from a trusted root CA, they used a self-signed certificate. The client has sent us its root CA (and intermediate) certificates and asked us to make our Azure application trust those certificates.

1) Is this possible?

2) Is there any security risk in doing this?

I found documentation on adding a certificate to your app service, but I don't think that would "trust" any certificate signed by its root CA certificate, but only the certificate itself. https://docs.microsoft.com/en-US/azure/app-service/app-service-web-ssl-cert-load

I also found this question, which is from 2015, and was curious if this answer has changed since then. How to trust Active Directory root CA certificate in Azure Web Application?

The actual error I'm currently getting when trying to connect to its ADFS is:

System.Net Info: 0: [13800] SecureChannel#55196503 - Remote certificate has error:

System.Net Info: 0: [13800] SecureChannel#55196503 - Failed to build certificate chain for trusted root authorities.

System.Net Information: 0: [13800] SecureChannel#55196503 - User confirmed that the remote certificate is invalid.

System.Net Error: 0: [13800] Exception in HttpWebRequest#44115416::- The underlying connection was closed: Could not establish trust relationship for SSL/TLS secure channel.