I'm glad you're enjoying the packages.  Wrapping C++ with a Fortran wrapper can be extermely difficult.  However, it appears MXNET has a C API that was probably designed for interfacing with Python/R/MATLAB/etc.  That API would be a possibility, though I haven't looked at it in detail yet.
Let me see if there is a possibility of bringing it to Fortran.

Thanks for the nice packages, I really enjoy them.
I would like to code AI program (deep learning) with Fortran. Currently I am using R.
Is it possible to make interface for MXNET which provides C++ API (https://mxnet.apache.org/api/c++/index.html).

Best regards,
Hisashi Takeda