@Declan Backup of Fortigate Firewall VM is not supported as of today. You may add a comment and up-vote the feedback item here - https://feedback.azure.com/forums/216843-virtual-machines/suggestions/17484325-backup-fortigate-linux-vms Azure backup engineering is continuously monitoring this feedback forum and is looking at the usage rate of Linux flavors and working towards supporting them but there is no official ETA shared publicly.
As a workaround you can install MARS agent on the VM and run the backups.
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