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We have this problem as well. We use on-premise ConnectWise Control 6.5. When a user downloads the session-specific client installer, they get a security warning in Windows because the installer is not signed. Teaching our end users to ignore security warnings is not acceptable.

This is how the feature should work:

In the Admin panel, under Security, in addition to Users and Roles, there should be a Code Signing section.

The code signing section should have textareas to paste your Authenticode certificate and private key (PEM format), a text input box to specify a timestamping service, and a checkbox to enable signing of client installers.

This should be doable whether the host is linux or Windows. The code signing tools are included in both .NET and the Windows SDK.