Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I see you are using a 3rd party NVA in Azure to set up a Site to Site VPN and not Azure VPN Gateway.
I believe you are following the configuration from Connecting a local FortiGate to an Azure FortiGate via site-to-site VPN.
Please note that community members in Q&A Forum would have expertise over Azure Products.
However, the same cannot be said for 3rd party services (as VMs are IaaS Offerings).
With that said,
- AzureVM to OnPrem servers working indicates that the routing is properly configured.
- OnPrem servers to AzureVM not working indicates either
- OnPrem servers are not properly routed to the "Fortigate OnPremise"
- or your NVA (FortigateVM) is not forwarding the traffic to Azure VMs.
As next steps,
I would suggest you to check with the 3rd party's support or community forum to get more details on the configuration or logs which you could gather within the NVA.
Cheers,
Kapil