Answers from Proxy on WAN-Gateway disappear

[dirkhschulz]

My OpnSense is configured to use an outgoing web proxy on the default gateway of the WAN interface.
That works fine.

Now the servers behind the OpnSense (different LANs) should also use this proxy, and I configured incoming and outgoing firewall rules to allow that.

The connections from the LAN clients behind the OpnSense to the proxy time out.
On the OpnSense every single firewall rule (also the auto created ones) is configured to log, and the Live View shows show the connection as passed on both interfaces (LAN and WAN). No block/drop logged there, no matter how I filter.
The packet capture shows the request to the proxy incoming on the LAN interface and outgoing on the WAN interface and the proxy's answer incoming on the WAN interface, but not anywhere else.

It looks as if the proxy's answer simply disappears between WAN interface and LAN interface without the firewall intercepting - but if I disable the firewall (pfctl -d in terminal), the proxy traffic works successful.

How can I find out why that happens?

Thanks for any hint or help.