Microsoft SQL Server Instance Policy

You need to know what ports to allow on the Firewall policy. In this case, if a service is picking dynamic ports, you will be constantly losing connectivity and changing Firewall rules. So yes, please configure the service to use a static port and configure that in your Firewall policy.

FortiGate has some application helpers that allow it to dynamically open ports for certain protocols like RTP that negotiate ports on the fly. In this instance, however, it sounds like the server is just picking its own ports and there is no negotiation for the Firewall to listen to.

Each instance of the Database Engine must be configured to meet the performance and availability requirements defined for the database hosted by the instance. The Database Engine provides configuration settings that control behaviors such as resource usage and feature availability, such as audit or trigger firing. If you have not been able to do this yet, microsoft business central can help you set up a policy on FortiGate to access Microsoft SQL Server. They are always available no matter the time of day and no problem is too much for them.