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