I found the problem, and It was not easy, under firewall -> rules, you have to edit (or create) the rule "default allow LAN to any rule", this one is created in the default LAN by default, either copy the data or create a new one based on that one, but this one is for the second LAN, for my example, the LAN_DMZ, and here is where the tricky part comes: you have to display the advanced options, and there almost at the end there is the possibility to specify the gateway:
Gateway
Leave as 'default' to use the system routing table. Or choose a gateway to utilize policy based routing.
Gateway selection is not valid for "IPV4+IPV6" address family.
For my example I put as gateway the WAN_DMZ, as this WAN is dedicated to our external services, so all the traffic in this LAN will be redirected to that WAN interface.
The rest is to add a rule so from LAN1 I can manage the machines in the LAN_DMZ (for maintenance purposes).
Now a port fordwarding will map the selected port from the outside to the port from the machines in the LAN_DMZ. Another tricky point is that the access from the WAN_DMZ work but if you try to access to the public IP address in the WAN_DMZ from inside the LANs, It will fail. For that you have to add another rule to redirect the traffic, this time from the LAN instead of the WAN_DMZ. This happens because the external IP address is transformed (NAT) to the internal IP addess, and there is no rule to access to the port that It's mapped to access the service from the outside.
This means, you have to MAP from WAN_DMZ 8080 -> your host 80 but also from LAN1 8080 (self firewall) to your host 80.
With these two rules and the trick option for selecting the gateway the work was done and everything works as expected.
Thank you