In fact re-reading this I see you did say you'd checked all of Phils suggestions. Better to double check. ;)
Ok, so the system default gateway is on the correct interface but is it correct? Presumably, since you have only one gateway, when you set the gateway in the LAN rule you only have the one choice: WAN_DHCP. So that would imply the gateway is correct. So what is different when you specify a gateway? One thing that does change is that specifying a gateway negates any static routes you might have entered, do you have any?
It would be much easier if you showed us your routing table. Redact anything you deem to be confidential.
Steve