Arduino MKR GSM 1400 SSL client example fails to connect
I finally found a solution to this problem. Disabling certificate validation in MKRGSM library makes the SSL connection succeed also to this site. In MKRGSM/src/GSMClient.cpp I changed 

//     MODEM.sendf("AT+USECPRF=0,0,1,4,\"%s\"", _host);
       MODEM.sendf("AT+USECPRF=0");


to use modem factory settings. I still don't know what was the problem with the certificates. 
Thanks to everyone who tried to help with this.