ZebraTester will only recognize a pkcs8 encoded key in a PEM file. It will not work with any other encoding within that PEM file. You must follow the below procedures  in order to make it work:

First, extract the private key and certificate out of the PEM file:

openssl pkey -in [name].pem -out [name].key
openssl x509 -in [name].pem -outform PEM -out [name].crt

Convert the private key to pkcs8 format:

openssl pkcs8 -topk8 -inform PEM -outform PEM -nocrypt -in [name].key -out pkcs8.key

Combine both key and certificate file:

cat pkcs8.key [name].crt > pkcs8.pem
(or “type pkcs8.key [name].crt > pkcs8.pem” on windows environment)