Forticlient cannot start because of proxy

My company users have only access to the internet when connected to the enterprise lan via a proxy (squid).

because of a group policy they cannot change the proxy settings (and it is necessary that this configuration should stay unchanged).

So when they come home and want to use the forticlient to connect to the network, forticlient give an error 'cannot connect to the proxy server'

How to avoid that forticlient should join the internet before starting .

Used version :

FortiClient VPN6.4.1.1519