Domain Certificate Authority Generated Certificate and SQL Server - Keyset does not exist
For my particular issue I needed to give the user access to read the Cert.

So, with the administrator of SQL Server you have to:


Open CertLM and find the certificate that you are going to use for Always Encrypted
Right click the Certificate 
Press All Tasks > Manage Private Keys
Press the Add... button if the username is not there
Find your User or Group in AD
Give that User or Group read access.