Fortigate in Azure triple-NAT

I just setup a Fortigate NGFW in a VM in Azure, but I realized I would be adding 2 additional layers of NAT in front of my load-balaced web servers. Meaning, now (ELP=External Load Balancer;PIP=Public IP; ILB=Internal Load Balancer): ELB PIP --->(NAT)---> VM internal IP with firewall: Firewall PIP --->(NAT)---FW internal IP--->(NAT)---ILB--->(NAT)---VM internal IP

I don't think triple NAT can be considered an optimal setup. Am I just doing this wrong?