@ phill and emnoc
Money is not the problem but why should we buy something we don' t need/want?
In reference to the manuals: Fortiguard Web Filter is a cloud based service which simply does URL filtering (FortiGuard data centers around the world hold the entire categorized URL database and receive rating requests from customer FortiGate units).
This is not what we need and beside that we don' t send any data to cloud based services (especially if they' re US based).
The builtin Fortigate Web Filter is more or less traditional URL blocking which can be combined with other features like AV.
As I understand it is not possible to modify web page data and/or HTTP headers (allow/deny/change) using any of the Fortinet solutions.
With Squid in combination with content filtering you can do all what Fortinet offers but it' s more flexible and powerful. Additionally you can do cacheing, reverse proxy, transparent and non-transparent proxy at the same time, remove ads, trackers and other obnoxious internet junk.
However, I was able to solve it. I' ll edit my initial post in case there' s is someone around who want to do the same.