Gateway change on Default allow LAN to any rule breaks unbound dns and icmp

[zer00k]

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Describe the bug
Changing the "Gateway" setting on the LAN firewall policy "Default allow LAN to any rule" breaks unbound dns, the firewall stops responding to icmp etc. on the LAN interface.

I may of missed a setting, but I can't see why it breaks things.
I have a WAN GW from my ISP, and multiple OpenVPN GW's, and want to ensure LAN traffic always uses the ISP GW, and then I will use more specific rules and outbound NAT to force individual clients over their respective OpenVPN links

To Reproduce
Steps to reproduce the behavior:

1. Go to 'LAN firewall policy'
2. Click on 'Default allow LAN to any rule'
3. Scroll down to 'Gateway'
4. Change gateway to WAN_DHCP
5. Unbound DNS stops responding, ping of FW LAN address fails

Expected behavior
LAN traffic should use WAN_DHCP gateway.
Services and icmp should remain unaffected

Environment

OPNsense 19.7.2-amd64
Vmware ESXi 6.7 latest
Network - vmxnet3 adapters

[AdSchellevis]

https://docs.opnsense.org/manual/firewall.html?highlight=policy#policy-based-routing

[mimugmail]

Also here: https://docs.opnsense.org/manual/how-tos/multiwan.html

Step 5