I have generated and setup a certificate but I still get a security warning when connecting to the device from the Web.

Due to a bug with ACME services, generating certificates with long domain names fail with older versions of Genymotion Device image (PaaS).

This bug has since been fixed with Genymotion Device image (PaaS) version 11.0.0 - see Genymotion Device image (PaaS) release notes.

We recommend creating or upgrading your instances to Genymotion v11.0.0 or above if you wish to use TLS/SSL certificates to access your instance from the Web.