AWS documentation states that to connect to my DocumentDB Cluster, I need to use a query string that ends like so ?ssl_ca_certs=rds-combined-ca-bundle.pem&replicaS
I had similar issue, had a ticket open with AWS and it was resolved with similar steps as Pulkit Agarwal's answer.
Main change was connection string, even after adding the certificate to local store i was still using the querystring as "?ssl_ca_certs=rds-combined-ca-bundle.pem&replicaSet=rs0" which needs to be changed to "?ssl=true&sslVerifyCertificate=true&replicaSet=rs0"