SHA-2 and SHA-256 are interchangeable terms – at least according to the internet.

Second, using the wizard linked in IIS Manager doesn’t default to SHA-2, instead it defaults to SHA-1. The wizard doesn’t even give you the option to issue certificate in SHA-2. Instead, you need to use a  MMC snap-in to do it. Directions detailed here:

Create a CSR with SHA256 signature algorithm

For future reference: Pdf Link.