Messages

Looks like if you go to Firewall->Settings->Advanced  and enable  Sticky Connection  AND DISABLE  Shared forwarding Multi-wan will work with Sticky Connection.

Looks like you can't have Sticky Connection AND (Shared Forwarding OR Captive Portal)

As per:
https://forum.opnsense.org/index.php?topic=17116.msg93965#msg93965
https://forum.opnsense.org/index.php?topic=19977.msg92543#msg92543