Hey,I'd suggest to check the logs while attempting to go on the game
that wayyou'll know exactly what you need to open in terms of ports and
destinations.also, the game is owned by microsoft most likely you'll
need to open something of theirs
For Web filter to work properly deep inspection need to be used on the
policy.But if that is not an option for you, you can block the ip
address of the relevant website unless the ip is dymanic then you can
use FQDN on the policy.
Look at the following article might be
helpfulhttps://docs.fortinet.com/document/fortigate/7.6.4/administration-guide/443323/dialup-ipsec-vpn-with-certificate-authentication
You are correct, my apologies the only official solution to that is
using fortimanager as a licensing server. "In closed environments
without internet access, you must license the FortiGate-VM offline using
a FortiManager as a license server. If the ...