I just added a created a DAG and now I'm getting a Certificate Security Alert from the new server in Outlook.  

The security certificate was issued by a company you have not chosen to trust. View the certificate to determine whether you want to trust the certifying authority.

Do you have to assign another third party cert to the new server as well?

You have to install 3rd party certificate on all the CAS servers installed.

Either you download duplicate from your 3rd party CA and configure.

or export and install to the 2nd server.

http://exchangeserverpro.com/exchange-2013-ssl-certificate-export-import/

Hi,

Yes,you need to install the trusted third-party certificate in exchange environment.

One problem with self-signed and PKI-based certificates is that, because the certificate is not automatically trusted by the client computer or mobile device, you must make sure that you import the certificate into the trusted root certificate store on client computers and devices.

Third-party or commercial certificates do not have this problem. Most commercial CA certificates are already trusted because the certificate already resides in the trusted root certificate store. Because the issuer is trusted, the certificate is also trusted.

So I think the best solution is to use a third-party or commercial certificate in your environment.

Regards,

David