Which interface does Fortigate use to maintain connection to FortiManager

You can set the source IP to use to connect to FortiManager, on each FortiGate:

config system central-management  set fmg-source ip [ IP ] end

You would want to update the device in FortiManager to use that same IP as well.

Which interface it uses for outbound connectivity to FMG depends on routing. I would use a loopback IP as the source, so that way traffic will fail-over to the secondary VPN if necessary.

We want to ensure the FortiManager monitors the firewall on all interfaces (WAN1, WAN2 and the internal IP interface).

Not really possible. FMG is not a monitoring platform. You can use FortiAnalyzer to trigger alerts if an interface goes down.

Another question would be if we add the device via the internal interface IP, I assume the device would communicate via WAN1 and WAN2?

If you don't manually specify what source IP to use to talk back to FMG, then it all comes down to routing and egress interface selected. Ie, if you point a FGT to a public IP for FMG, and it ends up using the default route out of WAN1, FMG will see the FGT coming from the IP address assigned to WAN1.

For what it's worth, for internal environments where you have redundant connections, the best thing to do IMHO is use a loopback interface on each FGT for connectivity to FMG, FAZ, and as the primary management interface. That way you can shut down administrative services on the external interfaces, and the management IP is predictable even during a fail-over situation. You can still leave HTTPS/SSH enabled on a trusted internal port in case all VPN connectivity goes down - and bring up a webex with on-site staff to get in to fix stuff.