This actually should work. You just need to copy the content of the pem file to the private part of the key when copying it into Termius app in the Keychain section.
We’ll double-check it.
If you have any other problems please contact us here – http://support.termius.com/
It worked for me, as they have instructed, just make sure you copy the contents of the pem file TOGETHER WITH the opening and closing line (" -----BEGIN RSA PRIVATE KEY-----"...)