I believe that replay scenarios are like when a packet is received twice on different interfaces or when a packet with out-of-range sequence number is received while it belongs to an opened session, or the other scenarios described below:
I have also testing configuring a scenario where traffic enters and leaves the Fortigate on the same interface, with a firewall policy to allow this traffic, and I did not have to disable anti-replay. So why it is mentioned here that traffic would be dropped unless anti-replay is disabled?
When the global anti-replay option is disabled, the FortiGate does not check TCP flags in packets. The per-policy anti-replay option overrides the global setting. This allows you to control whether or not TCP flags are checked per policy.
Please refer to the below documents for more detailed information:
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