Sophos Reporting - Traffic Classification ZONES

Hello everyone, 

I have some doubts about the sophos reporting and how it is classify the traffic by zones. Currently i configured this zones:

- WAN

- DMZ

- VPN.

Our firewall was configured to publish services through DNAT rules and SNAT with specific gateway to maintain the traffic consistency (In/Out with same IP). When i look the reporting, all the traffic is sended to the LOCAL zone, aditionally this zone is not activated.

Why the equipment is classified the incoming traffic with LOCAL?, when the current configured zones are WAN and DMZ, and the Incoming traffic would enter on WAN and then sended to DMZ Zones, same case with the traffic originated on the DMZ and sended to WAN Zone. 

Sorry for my english... is not good.

Thanks for your help!