Julian, what you're asking isn't clear, but it sort of sounds like you want what Tableau refers to as Trusted Authentication.
Look up that phrase in the documentation and see if that's what you want. There is more to it than the things you've done.
Trusted Authentication is working good but when we try to enter the SSL certificate doesn't work. I mean, we can see our embedded report with
but we need it to be like this
but it doesn't work and it says the site can't provide a secure connection.
Normally SSL is on Port 443 - your URL should be like this https://site.siteapp.com - no need of entering Port 8000 at the end.
Also, do have Load Balancer in place? if so with SSL enabled your LB needs to LISTEN on 443 as well. This can be done through your Network team handling Load Balancer.
Hope this gives some insight.
If you have't, make sure you have SSL certs in SSL folder on all nodes, default location C:\Program Files\Tableau\Tableau Server\SSL.
What type of Tableau Server License you have?
If you have a core license for Tableau, you can have guest enabled and you can embed the dashboards without requiring any type of authentication.