@jimp Thank's for your time!
Unfortunately, I don't have the experience to discuss VTI in depth. I am grateful for the observation.
However I managed to get my gateway rule working when I set a destination. And to point to the world I use something like "!127.0.0.1". After that the rule started to obey and my LAN started to go out through the gateway described in the rule.
However I'm afraid of the way this is configured, I don't know the impact of this for future cases. My only limitation now is my partner's sonicwall firewall that when he selects Tunnel Interface (VTI) he cannot define "Local Subnet" and "Remote Subnet". It's like it only accepts 0/0 for 0/0.
I did another test that was to configure phase2 with a different "Remote Subnet" with any network that doesn't even exist for us, without changing the sonicwall side and phase2 connects. So it seems that sonicwall's behavior when as a tunnel interface is to accept whatever network I configure on my side. Of course, for it to work I must configure the right networks, but this explanation is just for information purposes. Ahh, and I realized that because before I tried to connect several phases2, one for each network and only one worked. So I did the test above and it worked.
What I'm going to do now is create, together with my partner on sonicwall, several phase2s, one for each network I need to connect, and then try to redo all the phase2s I need by correctly defining the destination networks I need.
I hope it works out like this.
Thanks a lot for your help once again.