Help needed with dotNetty certificate chain

We use the DotNetty Handlers to develop the Azure IoT device SDK (MQTT and AMQP). One of the customers wanted to be able to pass the certificate chain instead of installing them on the machine. However, when I tried to send a list of certificates (device certificate and the chain), I observe that during the authentication, only the device certificate is sent (observed in wireshark). Is there something I need to do make this scenario work? Currently it only works if the certs are installed on my machine.