version 8.309 and the UTM is default Gateway. my topology is very simple one port of UTM is for LAN (internal network) and one another port is for WAN (external network)-the Flat Topology-my other costumer have not any problem with this.
If the UTM. Is the DG and you configured transparent proxy all should work fine. Be sure your LAN network is mask on your WAN interfaces and no http or https is allowed through packet filter rules. Then all should work fine.