Not sure what the the one rule to port 500 does, but yes looks correct (I have set it other way around; specific IPs go to WAN, others to VPN). I would maybe specific LAN to go to WAN_DHCP, not to * - but I just like to keep things tidy.
In addition to what has already been stated, is the Deny PIA_Traffic to WAN really necessary? Don't see that you have any logging enabled and that would be the same as default deny all traffic, no? If you change the source to LAN Net instead of your alias does it work?