Hi Greg Smith,
Azure Backup does not support backup of Network appliances like Fortinet FortiGate or most appliances in the Azure Marketplace) for a VM backup. The Microsoft Azure approved distributions are supported includes https://learn.microsoft.com/en-us/azure/virtual-machines/linux/endorsed-distros
You can back up individual Azure disks instead of performing a full virtual machine (VM) backup. In a disaster recovery scenario, you can restore the OS disk and use it to deploy a new VM. If you have also backed up any data disks, you can restore those as well and attach them to the new VM during the creation process.https://learn.microsoft.com/en-us/azure/virtual-machines/snapshot-copy-managed-disk?tabs=portal
You can try to check by using a Automation Stitches to back up the config whenever a configuration change happens or on a set schedule for a FortiGate devices. https://community.fortinet.com/t5/FortiGate/Technical-Tip-How-to-send-automated-backups-of-the-configuration/ta-p/198364?externalID=FD39818
If the information is helpful, please click on "Upvote"
If you have any queries, please do let us know, we will help you.