webproxy : disable proxy bypass with openvpn connection doesn't work

[ckishappy@gmail.com]

I am on OPNsense 17.7.12-amd64, and I have one simple setup (1 LAN, 2 WAN) and connect all clients through the openvpn client. So three interfaces: 1 LAN, 2 WAN,  3 OpenVPN client. All works fine and I wanted to enable the web proxy as well. Hence I followed https://docs.opnsense.org/manual/how-tos/proxywebfilter.html to setup the web proxy.

In the last step 6 - when I block the port 80/443 to disable proxy bypass, the clients cannot browse in the internet anymore so somehow the clients are not routed to port 3128 http / 3129 https of the webproxy?

Please advise if you have a tip on the above with the correct firewall / NAT settings in conjunction with the ovpninterface/alias?