This article explains how to activate the 'Save Password', 'Auto Connect' and 'Always Up' options in FortiClient.

The 'Save Password', 'Auto Connect' and 'Always Up' options in FortiClinet depend upon the VPN (IPsec) or SSL VPN configuration of the FortiGate device.  These can be enable from the CLI as shown below.

For SSL VPN.

# config vpn ssl web portal
   edit [portal_name_str]
      set auto-connect enable
      set save-password enable
      set keep-alive enable
   end

For IPsec.

# config vpn ipsec phase1-interface
   edit [vpn name]
      set save-password enable
      set client-auto-negotiate enable
      set client-keep-alive enable
   end
end

Note : *. vpn auto-connect/always-up  features are not supported in the FortiClient 6.2.X onwards for free version.