NGFW mode unavailable to change

Do you have VDOMs enabled? Can you check from the CLI?

To enable policy-based NGFW mode without VDOMs in the CLI:

config system settings     set ngfw-mode policy-based end

To enable policy-based NGFW mode with VDOMs in the CLI:

config vdom     edit <vdom>         config system settings             set ngfw-mode policy-based         end     next end

Try changing on CLI as @srajeswaran  mentioned above, or try to delete all cookies/enter in Incognito mode of the browser. This setting is for there and didn't move, seems like a browser thing. 

It seems that in version 7.0.11 of Fortinet, the NGFW mode option has been removed from the System Settings section. However, this does not mean that the NGFW mode is unavailable.

To change the NGFW mode in version 7.0.11, you will need to use the CLI (Command Line Interface) instead of the GUI (Graphical User Interface). You can access the CLI by connecting to the Fortinet device via SSH or Telnet.

Once you are connected to the device, you can use the following command to change the NGFW mode:

config system global
set ngfw-mode <mode>
end

Replace <mode> with the desired mode, which can be one of the following:

- proxy
- flow
- proxy-based-flow

After entering the command, be sure to save the changes with the following command:

end
write memory

I hope this helps you in your pursuit of the NSE4 certification....