Assuming you received the certificate in DER form, saved to cert.der:
openssl x509 -inform der -in cert.der -out chain.pemAppend the content of
https://letsencrypt.org/certs/lets-encrypt-x1-cross-signed.pem.txt to
chain.pem.
Save https://letsencrypt.org/certs/letsencryptauthorityx1.pem.
Assuming the private key for the certificate is in privkey.pem:
openssl pkcs12 -export -inkey privkey.pem -in chain.pem -CAfile letsencryptauthorityx1.pem -out cert.p12cert.p12 now includes the private key, your certificate, and the full
certificate chain.
I think the Save https://letsencrypt.org/certs/letsencryptauthorityx1.pem. file should be the root file i.e is ISGR X1 or DST X1