There are significant delays surfing the web if Web Protection and FortiClient VPN client are installed on the same computer.
It is sufficient to start both applications to reproduce this problem. The FortiClient needs no VPN connection, just the application itself needs to be started. If you open a web page now in a browser, it takes minutes instead of a few seconds for the content to load. Once Web Protection has been disabled, the problem is gone.

This is happening because FortiClient has a TDI filter that redirects to the local proxy. Since Web Protection also redirects to the HTTP-connection we have a "loop" here.

As a workaround it is possible to deactivate the "Fortiproxy" service, which is not required for vpn.