Let me sum up a second;
I thank dmaislin_splunk for his answers, now I know "where Splunk for Fortigate gets his data".
My problem now is that I don't know how to both get my data in the index I want AND force their type to fortigate (with those conditions: all my sources come from the same host, on the same port, I separate them with the device_id). My configuration of transforms.conf seems bad, and I can't get it right, even after tons of tests.
I need something that would be like
[force_fortigate_sourcetype]
DEST_KEY = MetaData:Sourcetype, _MetaData:Index
REGEX = [device_ID]|[TheOtherDevice_ID]
FORMAT = Sourcetype::fortigate, Index::index3
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