Macbook Air FortiClient Tremendous Slow

During this time I am working from home.

At work we have a FortiGate and we use FortiClient to connect remotely.

While using my Windows 10 Pro HP laptop there are no issues at all, when I try to work on my Macbook Air, it's a disaster.

Folders and files take forever to load.

Is there something that I am doing the wrong way?

I have setup both with the same settings.

Any help would be appreciated.

Thank you!