I was facing the same issue were VPN connection was established but RDP connection wasn't working. I was using forticlient v6.2.6 on MAC OS Sierra.
After running debug on the FortiGate I noticed that Syn packet was sent by the MAC user and SYN-Ack packet was sent from the office PC to the MAC user connect via FortiClient. However, ACK packet wasn’t sent from the MAC laptop where FortiClient is installed. This identifies that the issue we were facing is from the Microsoft RDP application installed on the MAC laptop and not from the FortiClient VPN.
I was able to resolve my issue by following this link:
The Fortinet Security Fabric brings together the concepts of convergence and consolidation to provide comprehensive cybersecurity protection for all users, devices, and applications and across all network edges.