Can a CSR be created in OpenSSL with SHA2? If so, what would the command be and what does this tell the CA, if anything? If you could create a CSR using SHA2 would it "tell" the signing CA to use it on the entire cert chain?
You can add, for example the
-sha256 flag to the OpenSSL command line when generating the CSR. I don't believe any CA will change how they sign your CSR based on this, and it certainly won't affect the certificate chain. They're not resigning the cert chain for each key, the only signature operation they do is on your CSR itself. Any intermediate/root CAs provided will be exactly the same for all customers.