ERROR 2026 (HY000): SSL connection error: Unable to get private key
You are trying to connect to the remote host using the server file of the master.

The reason it is working with only the CA is presumably the SSL configuration on the slave has it's own certificate signed by the same CA.

What you seem to be trying to do is use client certificate authentication.  If that is the case you need an additional client certificate that is recognised on the slave to be used as the certificate you use when trying to do a client connection.

IN simple terms, the server-cert is used to provide the SSL negotiation and is provided by the server to clients to allow the clients to encrypt their traffic in a way that the server can decrypt.

Each server would have its own server-cert that identifies its hostname and allows clients to connect and verify they are connecting to the expected server.

A client certificate is normally a separate certificate and is unrelated to the server certificate on either the master or the slave.