Even after fixing the self-signed cert on our Horizon server our users kept getting an untrusted message when opening Horizon Client. It didn't cause any issues it was just annoying to see. We deployed the following registry key (via CMD command) and this seems to have fixed the issue:
REG.EXE ADD "HKLM\SOFTWARE\Wow6432Node\VMware, Inc.\VMware VDM\Client\Security" /v CertCheckMode /t REG_DWORD /f /d 1
View inventory records anonymously contributed by opt-in users of the K1000 Systems Management Appliance.