Hi mfuhry,
I have indeed not been able to achieve this using the GSM library, or any other third party libraries that aim at cellular devices. When I reached out to the Arduino support they stated that they currently do not support SSL in combination with their GSM llibrary out of the box, and SSLClient does not support LTE-M.
As a workaround you can use a passthrough sketch to set up a connection to the TX62-W modem directly. If you decide to go with this route, I'm sure you will find this forum post I made on the cinterion support forum helpful for setting up a connection with HiveMQ.
You will also need to get in contact with their support to access the certificate upload tool, but I can confirm that this solution will let you establish an encrypted connection to a HiveMQ broker with the Arduino shield.