can't find the Fortinet VPN setting in Security and Privacy

I’m working with an Acoustic customer who wants to give me access to their development sites using their VPN. They use Fortinet and we had a call to walk me through installing it on MacOS on my laptop. Installation worked fine, but I can’t actually use the client, because after entering credentials I’m prompted to modify the MacOS Privacy & Security settings (see screenshot). When I open the Settings window the usual prompt to allow software from this developer is not there, so I can’t approve it (see screenshot).