You always find the solution 10 minutes later, right?
Hopefully this will help someone else - perhaps, because I misinterpreted the directions, but when building the SSL bundle, copy the www_domain_com.crt to a new file, ssl-bundle.crt, and then type:
cat AddTrustExternalCARoot.crt ComodoUTNSGCCA.crt EssentialSSLCA_2.crt >> ssl-bundle.crt
That bundle works like a charm. I've been told you don't need the UTN intermediate certificate.
Good luck!