Troubleshooting Tip: Allowing connection to GitHub subcomponents when Web Filter's FortiGuard Category Based Filter is blocking the connection

The ideal solution is to create a firewall policy bypass through the use of ISDB above the current outbound firewall policy as shown below.

However, if creating a bypass policy is not possible then it's possible to edit the Web Filter profile to allow this URL instead.
Navigate to Security Profiles -> Web Filter and select the corresponding security profile.

Turn on the static URL filter if not already on, and add the URL as an entry. The action should be set to 'Exempt' instead of 'Allow'.