I have the same problem , and the problem exists after calling "wolfSSL_connect" function.The client program I built in the Linux environment cannot successfully connect to the server after loading the CA certificate of the Linux system. But when I use the OpenSSL interface to do the same, I can connect to the server.
The code functions I use are the following:

if ((ret = wolfSSL_Init()) != WOLFSSL_SUCCESS) {
        fprintf(stderr, "ERROR: Failed to initialize the library\n");
        goto socket_cleanup;
    }

    /* Create and initialize WOLFSSL_CTX */
    if ((ctx = wolfSSL_CTX_new(wolfTLSv1_2_client_method())) == NULL) {
        fprintf(stderr, "ERROR: failed to create WOLFSSL_CTX\n");
        ret = -1;
        goto socket_cleanup;
    }

    wolfSSL_CTX_set_verify(ctx, WOLFSSL_VERIFY_PEER, NULL);

    /* Load client certificates into WOLFSSL_CTX */
    if ((ret = wolfSSL_CTX_load_verify_locations(ctx,"/etc/ssl/certs/ca-certificates.crt", NULL))
         != SSL_SUCCESS) {
        fprintf(stderr, "ERROR: failed to load %s, please check the file.\n",
                CERT_FILE);
        goto ctx_cleanup;
    }

    /* Create a WOLFSSL object */
    if ((ssl = wolfSSL_new(ctx)) == NULL) {
        fprintf(stderr, "ERROR: failed to create WOLFSSL object\n");
        ret = -1;
        goto ctx_cleanup;
    }

    /* Attach wolfSSL to the socket */
    if ((ret = wolfSSL_set_fd(ssl, sockfd)) != WOLFSSL_SUCCESS) {
        fprintf(stderr, "ERROR: Failed to set the file descriptor\n");
        goto cleanup;
    }

    /* Connect to wolfSSL on the server side */
    if ((ret = wolfSSL_connect(ssl)) != SSL_SUCCESS) {
        fprintf(stderr, "ERROR: failed to connect to wolfSSL\n");
        ret = wolfSSL_get_error((const WOLFSSL *)(ssl), ret);
        fprintf(stderr, "wolfSSL_get_error:%d\n",ret);
        goto cleanup;
    }

The Error Code i get is -188.
The purpose of my test here is to try to replace the OpenSSL library with wolfssl. In the same connection operation, OpenSSL can connect successfully, but wolfssl connection fails.
ca-certificates.crt file is the certificate file that comes with Linux system installation(Certificate directory:/etc/ssl/certs/ca-certificates.crt).