Fortigate: Web Filtering is “Unreachable”

Came across this problem that I am unable to use “Web  Filtering” feature on my Fortigate 200B on Firmware 5.2.11

Web Filter error shows the following error before you can create a profile.

Licensing information on Fortigate Portal shows I am licensed to use Web Filtering, but on my local firewall error shows “Unreachable”

Things to check:

1. Make sure UDP port 53 and/or 8888 is allowed upstream. (as some ISPs do compliance checks on port 53 and block non-DNS standard traffic, some ISPs also block UDP 8888 as it is a non-standard port)
2. Make sure you can resolve ‘update.fortiguard.net’ and ‘service.fortiguard.net’

Fortiguard uses port 53 by default, but you can also try 8888. You can test 8888 by going to System, -> Config -> Fortiguard -> Expand ‘Web Filtering and Email Filtering Options’ and select Alternate Port 8888