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zsock_connect TLS debugging

Hello,

I am trying to get an MQTT TLS connection to AWS up and running on my thingie91 (nrf9160). 
I am using SDK 1.5.0 and the sample "aws_iot".

Even though there is a file certificates.h, it seems this is not used by default, and it seems the recommended way to upload them to the modem (which actually then sets up the TLS I presume) is to flash the AT firmware, and use the LTE link monitor to update the certificates (private key, client cert and CA). 

So I did that, but I still don't get a connection. Eventually mqtt_connect returns -22.

When debugging, as far as I can get is the zsock_connect call from v1.5.0\zephyr\subsys\net\lib\mqtt\mqtt_transport_socket_tls.c. This eventually goes into nrf_connect which does some RPC with the modem core presumably, but that becomes pretty hard to follow. 

So, my main question is: How can we debug the TLS setup further? Even if I were to provision a wrong private key etc, how can we debug which "type" of TLS error happened? For now, error -22 (invalid argument) does not really make it very easy to debug.

Thanks for your feedback!

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