No access to DMZ Gateway

Hi Peter,

Thank you for your query, please check whether the traffic is passing from any FW rule, and you can trace the traffic:
Monitor traffic using Packet Capture Utility : https://support.sophos.com/support/s/article/KB-000035761?language=en_US

Once you have found the rule, check whether there is NAT/MASQ in place or not ?
Whether the traffic is being routed to the FW or the communication happens from LAN to DMZ network among the switch & not via FW...?

Thanks Vivek, Traffic goes through FW,

No NAT/MASQ in place

Can you apply a Linked NAT and enable the MASQ and then check the status ?

I applied the linked NAT but no difference. 

But What is funny is I am able to access the devices in the DMZ zone and I see traffic going through but not the GW. 

Can you login into the FW via putty ssh protocol with admin credentials and press 4 for the device console.
And type the following command: system route_precedence show 

Yes,

Default routing Precedence:                                                     
1.  SD-WAN policy routes                                                        
2.  VPN routes                                                                  
3.  Static routes    
results are here    

Can you try updating the static route as the first preference, with the following command and then check the results: 
system route_precedence set static sdwan_policyroute vpn

Routing Precedence:                                                             
1.  Static routes                                                               
2.  SD-WAN policy routes                                                        
3.  VPN routes       

updated but no success yet

Routing Precedence:                                                             
1.  Static routes                                                               
2.  SD-WAN policy routes                                                        
3.  VPN routes       

updated but no success yet

Can you capture the tcpdump or via wireshark ?
Create and download a packet capture : https://support.sophos.com/support/s/article/KB-000037007?language=en_US
Monitor dropped packets using CLI : https://support.sophos.com/support/s/article/KB-000036858?language=en_US
Monitor traffic using Packet Capture Utility : https://support.sophos.com/support/s/article/KB-000035761?language=en_US
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I have captured it. How can I share it?

HiPeter Muwanguzi 

Please created a firewall rule from LAN to DMZ and DMZ to LAN.

This will help you to resolve the issue

Thanks and Regards

Thanks so much Bharat, this has resolved the problem.
Thanks for your time.

Kudos!