Fortigate > Azure IPSEC to a VPN Gateway using BGP

Hi,

I am trying to get a Site to Site VPN to Aure working using BGP.  I am trying this as a lab situation initially and followed this artice - https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-bgp-resource-manager-ps

Everything connects and works except BGP doesn't come up and no routes are published.  Has anyone managed to get something like this working and if so what is missing in this article?

Thanks