Minha suspeita era de que o aplicativo FortiClientUpdateInstaller não estava honrando corretamente as configurações de proxy.
Tentei fazer o que o Paul sugeriu e executar com as variáveis de ambiente do shell para o conjunto de proxy:
$ export http_proxy=http://local.proxy.domain:8000
$ export https_proxy=http://local.proxy.domain:8000
Em seguida, execute o aplicativo nesse shell, mas ele ainda falhou:
/BuildRoot/Library/Caches/com.apple.xbs/Sources/AppleFSCompression/AppleFSCompression-96.60.1/Common/ChunkCompression.cpp:49: Error: unsupported compressor 8
/BuildRoot/Library/Caches/com.apple.xbs/Sources/AppleFSCompression/AppleFSCompression-96.60.1/Libraries/CompressData/CompressData.c:353: Error: Unknown compression scheme encountered for file '/System/Library/CoreServices/CoreTypes.bundle/Contents/Resources/Exceptions.plist'
/BuildRoot/Library/Caches/com.apple.xbs/Sources/AppleFSCompression/AppleFSCompression-96.60.1/Common/ChunkCompression.cpp:49: Error: unsupported compressor 8
/BuildRoot/Library/Caches/com.apple.xbs/Sources/AppleFSCompression/AppleFSCompression-96.60.1/Libraries/CompressData/CompressData.c:353: Error: Unknown compression scheme encountered for file '/System/Library/CoreServices/CoreTypes.bundle/Contents/Library/AppExceptions.bundle/Exceptions.plist'
20181012 09:12:58.829 [update:INFO] fcn_upgrade:167 firware: FCT100-FW-6.0.1-28
20181012 09:12:59.483 [update:INFO] fcn_upgrade:184 uid: 2282498392
20181012 09:12:59.483 [update:INFO] fcn_upgrade:201 sn: FCT8002282498392
20181012 09:12:59.489 [update:INFO] fcn_upgrade:209 uid2: BEC3AA1352AF566C9E1AE503EE9FF933
20181012 09:12:59.489 [update:INFO] fcn_upgrade:219 hostname: ws22.umd.com.au
20181012 09:12:59.489 [update:INFO] fcn_upgrade:224 os: Mac OS X 10.13.6
20181012 09:12:59.490 [update:INFO] fcn_upgrade:230 language: en
20181012 09:12:59.491 [update:INFO] fcn_upgrade:128 Last update time: 1970-01-01 10:00:00, Last vulnerability scan time: 1970-01-01 10:00:00
20181012 09:12:59.491 [update:INFO] fcn_upgrade:338 Start to download fdni file...
20181012 09:12:59.491 [update:INFO] update_funcs:363 Try to connect to server 173.243.138.98:80
20181012 09:12:59.491 [update:DEBG] fr_comm:657 sock_connect_s: host: 173.243.138.98, port: 80
Em seguida, conectei-me pelo hotspot de meu telefone para ignorar o proxy, e o aplicativo executou e fez o download do aplicativo.
Conclusão: o aplicativo não honra a configuração de proxy no sistema.
Isso é muito ruim da Fortinet IMHO ...