By default, NAT session are not synchronized. However, the FGSP can synchronize NAT session if you enter the following command:

However, if you want NAT sessions to resume after a failover you should not configure NAT to use the destination interface IP address since the FGSP FortiGate units have different IP addresses. With this configuration, after a failover all sessions that include the IP addresses of interfaces on the failed FortiGate unit will have nowhere to go since the IP addresses of the failed FortiGate unit will no longer be on the network.

Instead, in an FGSP configuration, if you want NAT sessions to failover you should use IP pools with the type set to overload (which is the default IP pool type). For example:

Then when you configure NAT firewall policies, turn on NAT and select to use dynamic IP pool and select the IP Pool that you added. Add the same IP pools and firewall policies to both FortiGate units.