SD-WAN: Enforcing egress address and interface linkage

[ageric]

Heya. We're running 2 x FGT 100F with version 6.0.6.

We have two WAN links connected to their respective ISP's via the DC operator via link networks. Each interface leads to BGP routers announcing different ranges. We're NAT'ing traffic from the inside via specific egress addresses (partner whitelists), but would like for failover to the secondary interface to function properly in case the preferred one goes down. The problem I'm seeing is that traffic is going out through WAN2 with source-addresses set to addresses that only work with WAN1 and vice versa. How do I teach our fortigates that not all external ip addresses can be used as source address when going through any old cable connected to the SD-WAN interfaces?

If you want to give some examples, please use the IP's listed below. They're not the real ones, but should suffice to explain the concept.

WAN1: 192.168.1.130/29,

GW: 192.168.241.129

Egress IP's: 1.1.1.0/28

WAN2: 192.168.2.130/29

GW: 192.168.242.129

Egress IP's: 2.2.2.0/28