It was reported in the Wald Message Board that OCSP validation fails for several "real world" certificates with the message above. I can reproduce that under GNU/Linux with current gnupg.
The Forum Message is: https://wald.intevation.org/forum/message.php?msg_id=5947&group_id=11
Next steps:
- Analyze why dirmngr can't validate the OCSP Response and what other tools do that verify the response.