I took inspiration from the shell script shared by @adrock20 and i implemented it in java

import javaioBufferedInputStream;
import javaioFileInputStream;
import java.io.FileOutputStream;
import java.net.URL;
import java.security.KeyStore;
import java.security.PrivateKey;
import java.security.cert.CertificateFactory;
import java.security.certX509Certificate;
import java.util.Enumeration;
import javax.net.ssl.KeyManagerFactory;
import org.bouncycastle.asn1.ASN1ObjectIdentifier;
import org.bouncycastle.asn1.DERIA5String;
import org.bouncycastle.asn1.DERTaggedObject;
import org.bouncycastle.asn1.x509.AccessDescription;
import org.bouncycastle.asn1.x509.AuthorityInformationAccess;
import org.bouncycastle.asn1.x509.Extension;
import org.bouncycastle.asn1.x509.GeneralName;
import org.bouncycastle.asn1.x509.X509ObjectIdentifiers;
import org.bouncycastle.cert.jcajce.JcaX509ExtensionUtils;

public class CertificateUtil {

  public static void convertPfxToFullChainJks(String pfxPath, String password, String jksPath) {
    String alias = getX509CertificateAliasFromPfxFile(pfxPath, password);
    X509Certificate certificate = getX509CertificateFromPfxFile(pfxPath, password);
    PrivateKey privateKey = getPrivateKeyFromPfxFile(pfxPath, password);
    String intermediateCertificateUrl = getAuthorityCertificateUrl(certificate);
    X509Certificate intermediateCertificate = downloadCertificateFromUrl(intermediateCertificateUrl);
    String rootCertificateUrl = getAuthorityCertificateUrl(intermediateCertificate);
    X509Certificate rootCertificate = downloadCertificateFromUrl(rootCertificateUrl);
    createFullChainJks(jksPath, alias, password, certificate, privateKey, intermediateCertificate, rootCertificate);
  }

  private static void createFullChainJks(String jksPath, String alias, String password, X509Certificate certificate, PrivateKey privateKey,
      X509Certificate intermediateCertificate,
      X509Certificate rootCertificate) throws Exception {
    try {
      try (FileOutputStream fos = new FileOutputStream(jksPath)) {
        KeyStore ks = ("JKS");
        (null, ());
        X509Certificate[] certificateChain = new X509Certificate[]{certificate, intermediateCertificate, rootCertificate};
        (alias, privateKey, (), certificateChain);
        (fos, ());
      }
    } catch (Exception e) {
      throw new Exception("Failed to create full chain jks", e);
    }
  }

  private static String getX509CertificateAliasFromPfxFile(String pfxPath, String password) throws Exception {
    try {
      KeyManagerFactory kmf = ("SunX509");
      KeyStore keystore = ("PKCS12");
      (new FileInputStream(pfxPath), ());
      (keystore, ());
      Enumeration<String> aliases = ();
      while (aliases.hasMoreElements()) {
        String alias = ();
        if ("X.509".equals((alias).getType())) {
          return alias;
        }
      }
    } catch (Exception e) {
      throw new Exception("Failed to retrieve X509 certificate alias from PFX file", e);
    }
    throw new Exception("No valid X509 certificate alias found in the PFX file");
  }

  private static X509Certificate getX509CertificateFromPfxFile(String pfxPath, String password) throws Exception {
    try {
      KeyManagerFactory kmf = ("SunX509");
      KeyStore keystore = ("PKCS12");
      (new FileInputStream(pfxPath), ());
      (keystore, ());
      Enumeration<String> aliases = ();
      while (aliases.hasMoreElements()) {
        String alias = ();
        if ("X.509".equals((alias).getType())) {
          return (X509Certificate) (alias);
        }
      }
    } catch (Exception e) {
      throw new Exception("Failed to retrieve X509 certificate from PFX file", e);
    }
    throw new Exception("No valid X509 certificate found in the PFX file");
  }

  private static PrivateKey getPrivateKeyFromPfxFile(String pfxPath, String password) throws Exception {
    try {
      KeyManagerFactory kmf = ("SunX509");
      KeyStore keystore = ("PKCS12");
      (new FileInputStream(pfxPath), ());
      (keystore, ());
      Enumeration<String> aliases = ();
      while (aliases.hasMoreElements()) {
        String alias = ();
        if ("X.509".equals((alias).getType())) {
           privateKeyEntry = () (alias,
              new (()));
          return ();
        }
      }
    } catch (Exception e) {
      throw new Exception("Failed to retrieve private key from PFX file", e);
    }
    throw new Exception("No valid private key found in the PFX file");
  }

  private static X509Certificate downloadCertificateFromUrl(String certificateUrlString) throws Exception {
    try {
      URL certificateUrl = new URL(certificateUrlString);
      String filename = ().split("/")[2];
      String filePath = "target/" + filename;
      try (BufferedInputStream in = new BufferedInputStream(certificateUrl.openStream());
          FileOutputStream fileOutputStream = new FileOutputStream(filePath)) {
        byte[] dataBuffer = new byte[1024];
        int bytesRead;
        while ((bytesRead = (dataBuffer, 0, 1024)) != -1) {
          (dataBuffer, 0, bytesRead);
        }
      }
      try (FileInputStream inStream = new FileInputStream(filePath)) {
        CertificateFactory cf = ("X.509");
        return (X509Certificate) (inStream);
      }
    } catch (Exception e) {
      throw new Exception("Failed to download certificate from URL", e);
    }
  }

  private static String getAuthorityCertificateUrl(X509Certificate certificate) throws Exception {
    try {
      byte[] extVal = (());
      if (extVal == null) {
        throw new Exception("Certificate does not contain Authority Information Access extension");
      }
      AuthorityInformationAccess aia = ((extVal));
      AccessDescription[] descriptions = ();
      for (AccessDescription accessDescription : descriptions) {
        final ASN1ObjectIdentifier accessMethod = ;
        final boolean correctAccessMethod = ().equals(accessMethod);
        if (!correctAccessMethod) {
          continue;
        }
        final GeneralName gn = ();
        if (gn.getTagNo() != GeneralName.uniformResourceIdentifier) {
          continue;
        }
        final DERIA5String str = (DERIA5String) ((DERTaggedObject) gn.toASN1Primitive()).getBaseObject();
        final String accessLocation = ();
        if (accessLocation.startsWith("http")) {
          return accessLocation;
        }
      }
    } catch (Exception e) {
      throw new Exception("Failed to get authority certificate URL", e);
    }
    throw new Exception("No valid authority certificate URL found in the certificate");
  }
}