So, it's 'Internet[ASG]LANs' and the DMZ LAN contains the WAF? So the traffic from the internet is DNATted to the WAF, and it sends the web requests to a server in the DMZ?
If that's right, then I guess it might work, but nothng is getting to the WAF that triggers IPS. Can you create an HTTP flood to the WAF from the internet? What happens if the HTTP server isn't listed on the 'Advanced' tab of IPS?
The internet traffic is DNAT'd on the ASA (I know Cisco doesn't call it DNAT) to the UTM WAF. The UTM WAF has a Virtual Webserver configured with an extra DMZ IP matching the ASA DNAT. The UTM WAF also has the 'Real Webservers' configured with the Internal IP of the protected webserver. The protected webserver is on an Internal LAN (through the ASA). The WAF is working fine.
I've tried hitting http://server/cmd.exe, expecting an IIS rule to trigger (it's worked before).
I haven't setup the 'advanced' tab yet, so in theory, it should be working, right?
However, I wonder that since there's only one NIC, the IPS isn't effective.
AFAIK, you can't have the IPS (snort_inline as implemented in the UTM) detect any traffic unless there is a source and destination interface configured, whether at Layer 2 or 3. Creating a bridge (layer 2) or using two interfaces (whether physical or VLAN) would be in order.