Go to SSO>Service Providers

Fill in the details as per screenshot on right and make sure you select SAML 2.0(Without Metadata) as Type.

Copy and Paste the Entity ID, ACS and Logout URL  from the SP details on the Fortinet UI (see above)

Click on Attributes at the top

Click Create

Use the following Values:

Click Save

Click on General Settings at the top

Set NameID Format to Map to the following Attribute

Select Username in the Attribute dropdown

The completed Service Provider dialogue box will look like this:

Click Save

Go to SSO>SSO Servers

Select the drop-down menu corresponding to the SSO server you will be using and click on View

Click on Display Metadata at the bottom

Search through the metadata for the Entity ID, Single Sign-On URL and Single Logout URL

Go back to the Fortinet Ui to IdP Settings.  Set the IdP type to Custom.

Select the Remote Certificate you uploaded earlier (Refer to Import IdP Certificate into FortiGate)

Copy and out Entity ID, Single Sign-On URL and Single Logout URL from the IdP metadata on Dualshield and past them into the corresponding fields under IdP Settings on Fortinet

Click OK