So you've configured your SMS gateway in MDC and are receiving an error when testing it. When you dig deeper into the logs you notice it is actually a curl error:
certgetcertificatechain trust error cert_trust_revocation_status_unknown
This error indicates that the certificate revocation list (CRL) is not up to date. If you are using Windows Server and have a firewall enabled (locally or on the network), you are most likely blocking access to the certutil update URLs.
The solution on windows is to simply open your firewall ports temporarily, perform a request (it will succeed and in the meantime update the CRL).