We had this same problem and raised it with or suppliers and were told:
This issue is related with the default dh-param that is changed from 1024 to 2048. But the FGT is still offering algorithm as "diffie-hellman-group-exchange-sha1" and "diffie-hellman-group1-sha1". When ssh client try to communicate with algorithm order "diffie-hellman-group-sha1, diffie-hellman-group14-sha1, diffie-hellman-group-exchange-sha1", FGT sends a TCP FIN. And the ssh connection can not be set up.
This issue is expected to be resolved in 5.2.6 or 5.4.1.
Fortinet have advised that there is no work around for this issue.
A fix will come in 5.2.6, the ETA for 5.2.6 is between Jan 25, 2016 - Jan 29, 2016 and for 5.4.1 its Feb 15, 2016 - Feb 19, 2016.
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