This article provides a solution for how to resolve the FortiNet / FortiClient issue of:

 Credentials or SSLVPN configuration is wrong. (-7200)

• FortiNet / FortiClient
• Secure Assertion Markup Language (SAML)
• Single Sign-On (SSO)

Within the FortiNet / FortiClient:

1. Navigate to Remote Access > Edit VPN Connection.
2. Select Use external browser as user-agent for saml user authentication. 
3. This will open a web browser session, allowing SAML authentication between Okta and FortiNet / FortiClient. 

NOTE: If the above steps do not work, please contact FortiNet. The above solution does not require any changes on the Okta side of the configuration.