Are there official government-issued anti-money laundering or anti-terrorism certificates, or are these scams?

To the best of my knowledge, there is no certificate or form issued by the government for AML or CTF.

Governments (including provincial and/or federal) are in the business of making guidelines, typically put out by the financial regulator. You have to adhere to these guidelines. Maybe in some rare case, there might be mandatory training required by the government, but this is rare.

Rather than saying it is a scam, etc. Best to obtain all the details in an email and then forward the email to your local financial regulator or even law enforcement (if you are comfortable with it) and see what they have to say.

It would also be recommended you speak to someone from the AML/CTF space, like a CAMS specialist and run it by them also.