@vkeven:
After reading some documentation about openbsd i think that te problem is because PfSense does'nt implement the "REPLY-TO"
Read This
http://www.openbsd.org/faq/pf/pools.html
OpenBSD Doc are really done well!!!!
I switched from OpenBsd to Pfsense because I really love the web interface but I think that the command line will never be replace by a GUI , OpenBSD i'm back home!
This issue has nothing to do with reply-to or whether we use it or not (we do). It has more to do with how we detect the gateways to auto-create the reply-to. I'm confident that we ignore duplicate gateways. I expect some day I'll change that code, but I'm sure that's what's biting you. If you can insert a layer 3 device between WAN2 (binat if you need to) and the duplicate gateway, your problem will likely go away.
–Bill