You want FortiGate to use SD-WAN rules to steer local-out traffic.

By default, local-out traffic does not use SD-WAN → FortiGate normally sends local-out traffic (e.g., DNS, NTP, FortiGuard updates) directly through its interfaces without applying SD-WAN rules. You must configure each local-out feature individually to use SD-WAN → To steer local-out traffic via SD-WAN, you must explicitly configure the desired local-out features (e.g., DNS, FortiGuard, CAPWAP) to use SD-WAN rules. An operational review should distinguish the rule that matches the traffic from the interface that is ultimately selected. Valid forwarding also depends on destination route eligibility, current member state and the applicable SLA or quality-selection algorithm. A diagnostic showing configured members alone is not conclusive evidence that all those members will carry a particular flow. When troubleshooting, correlate the configured SD-WAN service with diagnose sys sdwan service4, the live session entry and the routing table. An application signature, an IP route and a health-check result describe different decision stages; treating them as interchangeable can produce incorrect conclusions about the egress interface.