Just an update on the issue.
Apparently it occurs because the Fortigate times out on its attempt to retrieve data from the cloud, which is where I have my logs going to.
On newer versions there is a command that allows for the time-out to be extended.
# config log fortiguard setting
# set ?
conn-timeout FortiCloud connection time-out in seconds
This field was added on 6.2.1.
Older versions might not have this feature.
Carlitos loves firewalls
NSE5 (Fortimanager 6.0, Fortianalyzer 6.0)
NSE7 (Enterprise Firewall 6.0)