Whatever I do: default deny rule

[PimB]

UPDATE: the firewall rules are not the main problem. The gateways don't pick up the DHCP address given bij the VPN provider. This workes in pfSense but somehow not in OPNsense. What could this be?

I'm migrating from pfSense to OPNsense.

I have te following setup:
4x OpenVPN connections to my VPN provider together in a gateway group called 'VPN balancing'
LAN rule TCP/UDP with gateway 'VPNbalancing'

And on NAT a rule for 500 static and any for each interface with the LAN ip address.

This works in pfSense but somehow in OPNsense, whatever i try i get a 'default deny rule'. I can't figure out what's wrong.