One way ping between 2 FortiGate

Hi all, first time here.

I recently tried to connect 2 VM FortiGate together to simulate 2 locations separated with 2 point-to-points links (SD-WAN redundancy). I have an Ubuntu connected to each of this FortiGate. I think I did setup all the interfaces correctly as well as the SD-WAN / IPv4 rules / static routes but the problem I'm facing is that I can only ping from LAN2 to LAN1, not from LAN1 to LAN2. But I can still ping from LAN1 the external interface (point to point) of the FortiGate connected to LAN 2. Something might be messed up in the FortiGate of LAN2.

Do you have any idea of what could be wrong ??

Thanks a lot ! (attached my topology)