firewall reject rule replies on wrong interface

[scruffy]

Hi all,

I have a multi-wan setup with 1 gateway group and 2 gateways ("main" and "failover"). I would like to monitor the failover gateway from outside (by a "udp ping", e.g. hping3 -2). Incoming traffic on the failover gateway seems to be processed normally by the filtering rules of the corresponding interface, but the reply is sent to the interface of the main gateway. I can see in a packet capture that the source IP is the one of the failover interface.

Is that scenario supported? Where should I continue to debug?
Thanks!