The vulnerability is in the LDAPS connection of the FortiGate to a LDAP-Server. The FortiGate does not properly check the certificate sent from the LDAP-Server, allthough the correct CA certificate is configured. More details will be published later.
Fortinet PSIRT-team responded quickly, has acknowledged the issue, told me that some one else also reported the issue, assigned CVE-2019-5591 to it and released the following PSIRT advisory: https://fortiguard.com/psirt/FG-IR-19-037
Update to FortiOS 6.0.3+ or 6.2.1+ and set the following option:
config user ldap
set server-identity-check enable