I ended up getting a second internet connection into my house with a comcast gateway leased router that I turned into bridge mode and connected port 1 to my fortigate 30e. The wan ip address was passed correctly to the fortigate wan port. Configured fortigate with Azure cookbook and setup fw lan to azurephase1. Nat enabled on the lan to wan fw rule for internet browsing to work properly.
Additionally the virtual networks needed to be peered on azure as well to reach the private addresses. Also removed address space from second virtual network for the peering to work. I recommend a hardware vpn appliance and fortigate support was awesome!