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I solved this issue and wanted to post the solution in case someone runs into same issue.
It was quite simple. Once I got STAR_mydomain_us.ca-bundle and
STAR_mydomain_us.crt in the email from Comodo I opened new text file and enter content from STAR_mydomain_us.crt 1st and just bellow that added content from STAR_mydomain_us.ca-bundle and copied that content in /etc/vmware/ssl/rui.crt inside /etc/vmware/ssl/rui.key I had my private key from OpenSSL (star_mydomain_us.key) and did services.sh restart on my ESXi server.
Now everywhere online I also get:
"Certificate Chain Complete
All of the correct Intermediate CA Certificates are installed. Your SSL certificate is installed correctly and should be supported in all the major web browsers without problems."
Wildcard certificates are currently not supported, but even if they were, it is much more secure to have a proper certificate for each host.
It is not recommended to have wildcard certificates as it may lead to different issues with ESXi hosts. Please go through the above KB article and replace the certs with proper certificates.
Thanks for the reply and link! So far I have not noticed any issues or differences.
Thanks, worked like a charm!