I know, it is an unsupported configuration to create a site-to-site VPN to Microsoft Azure with a FortiGate firewall. But a FortiGate device is what i have and only to run some test’s I don’t want to buy some of this expensive supported firewalls.
I tried a lot of configurations, but nothings seams to run with Azure and my Fortigate firewall. So this week, I started a new try with this problem and after a few test’s I was successfully.
First I detected, that there is a new Option in Windows Azure, I never saw before: Dynamic Routing GateWay. After trying the old option Static Routing Gateway, I tried the new one and was successfully. The differences between dynamic and static routing gateways are described here.