Use the fortigate create CSR.

downloaded the fortigategenerated.csr

submitt the CSR contents to (re)key the certificate

Once ready download the files from GoDaddy files (crt, pem, and gd.crt)

ssh into fortigate navigate to

config vpn certificate local and then find the csr certificate

and save encrypted private key section of the cert to a file

openssl pkcs12 -export -in fromgodaddy.crt -inkey savedencryptedprivate.key -out certificate.pfx – or use an online sslcertificate converter