Use this as the Base : https://pariswells.com/blog/research/fortigate-device-to-opnsense-site-to-site-vpn

Different because Azure is Nated :

Setup PreShared Key

Local Identifier: Local Public IP of Opnsense

Remote Identifier: Private IP of Azure Wan Port

Setup Connections

Local Address : Local Public IP of Opnsense

Remote Adresses: Public IP of Azure Wan Port

Location Authentication

ID : Local Public IP of Opnsense

Remote Authentication

ID : Private IP of Azure Wan Por