Hello Stephen,
maybe I am wrong, I didn' t read all this post really carefully, but I think you may be hitting authentication of internal user. I was solving similar problem recently. Fortinet certificate has been occasionally there, even if everything just only touching SSL inspection has been turned off.
I reallized, that it was there because user was opening https site, while his IP was unauthenticated AND traffic has being authenticated using identity rules. This was triggering user authentication, which was set to HTTPS too (in USER->Authetication).
This is perhaps the reason, why you got self-signed certificate instead of the SSL_Proxy cert.
Could you reach destination SSL page after accepting that certificate (no logon page, etc)?
Could you turn off user authentication on HTTPS and share the result?
-ales
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