The infeasibility certificate is not too accurate just like the SDPT3 solution is not too accurate. As I wrote before, from the joint behavior of all solvers it seems clear that you have a nasty problem, but without the data it is not possible for us here to deduce why.
Try to solve the problem with zero objective with different solvers to see what they think of feasibility.
If you would like to continue investigating the numerical behavior of Mosek then maybe posting fully reproducible code with input data on https://groups.google.com/g/mosek would be the way to go. You can also save the Mosek task to a file send it to Mosek support. For instructions see https://docs.mosek.com/9.2/faq/faq.html#how-do-i-dump-the-problem-to-a-file-to-attach-with-my-support-question