String uniqueKeyContainerName = "\\\\.\\%s\\%s".formatted("HSMDB", "xxx");

KeyPairGenerator kg = KeyPairGenerator.getInstance(JCP.GOST_EL_2012_256_NAME, "JCSP");
kg.initialize(new NameAlgIdSpec(AlgIdSpec.OID_PARAMS_SIG_2012_256, uniqueKeyContainerName));
kg.initialize(new PasswordParamsSpec("xxx".toByteArray()));
kg.initialize(new CryptDhAllowedSpec());

KeyPair keyPair = kg.generateKeyPair();
PublicKey publicKey = keyPair.getPublic();
PrivateKey privateKey = keyPair.getPrivate();

PKCS10CertificationRequestBuilder p10Builder = new JcaPKCS10CertificationRequestBuilder(new X500Name("CN=XXX"), publicKey);

... // добавляю требуемые атрибуты, расширения и т.п.

GostContentSignerProvider contentSigner = new GostContentSignerProvider(privateKey, "JSCP");
PKCS10CertificationRequest certificationRequest = p10Builder.build(contentSigner);
byte[] certificateRequestBytes = certificationRequest.getEncoded()

... // подписываю certificateRequestBytes, отправляю в КриптоПро УЦ 2.0 запрос на выпуск, одобряю, получаю из УЦ сертификат
X509Certificate certificate =
        CertUtils.loadX509Certificate(Base64.getDecoder().decode(rawCertificateBase64));

KeyStore keyStore = KeyStore.getInstance("HSMDB", "JCSP");
keyStore.load(null,null);
// при вызове получаю ошибку Certificate is not correct
keyStore.setCertificateEntry("xxx", certificate);

java.security.KeyStoreException: java.security.KeyException: Certificate is not correct: ru.CryptoPro.JCSP.MSCAPI.MSKeyParamException: KeyParam MSCAPI ERROR: 0x80090020
        at ru.CryptoPro.JCSP.KeyStore.CSPStore.a(Unknown Source) ~[JCSP-5.0.48378-A.jar!/:na]
        at ru.CryptoPro.JCSP.KeyStore.CSPStore.engineSetCertificateEntry(Unknown Source) ~[JCSP-5.0.48378-A.jar!/:na]
        at ru.CryptoPro.JCSP.KeyStore.MetaCSPStore.engineSetCertificateEntry(Unknown Source) ~[JCSP-5.0.48378-A.jar!/:na]
        at java.base/java.security.KeyStore.setCertificateEntry(KeyStore.java:1228) ~[na:na]