When trying to setup a site to site VPN with a Fortigate in Azure , due to the WAN IP of the device being a local IP ( Which then Azure NAT’s to the Public ) , if you are setting up VPN you will need to change the Local IP to the Private IP not the public IP

ike: initiator received AUTH msg ike: received notify type AUTHENTICATION_FAILED ike: schedule delete of IKE SA ike: connection expiring due to phase1 down

ike: initiator received AUTH msg
ike: received notify type AUTHENTICATION_FAILED
ike: schedule delete of IKE SA
ike: connection expiring due to phase1 down