If your FortiProxy is accepting connections via a load balancer (LB), you must additionally configure routes to the health probes' IP ranges on each interface receiving traffic. This prevents the reverse path forwarding check from blocking the health probes. The IP ranges are different for different LB types. Google documents the ranges. For the internal LB, the ranges are 220.127.116.11/16 and 18.104.22.168/22.
The 0.0.0.0/0 route on the external interface covers the ranges that the external network LB uses.