@DominikHoffmann, it looks like multiple things may need to be addressed.
As @patient0 mentioned, it appears the VLAN table on Interfaces -> Switch -> VLANs needs to be adjusted. You'll want to remove members 1-4 from group 0, e.g similar to this.:
6f784608-ba67-4579-be78-1a05c24888af-image.png
It looks like the switchports on the Netgate are misconfigured. From the vids and articles I've seen, your Interfaces -> Switch -> Ports section should look something like this:
6a1b6a6a-981b-4688-b7b2-2af698f7a9f6-image.png
Another discrepancy I noticed, unless done by design for your use case, is on the Interfaces -> VLANs section. VLAN 4084 was created on the WAN interface instead of the LAN:
74a76525-9e9d-4a73-82e7-197f9974ae1a-image.png
This is unrelated to the main issue, but regarding your "InternalNetworks" alias, I would modify the line items for Guest, IOT, and OpenVPN to reflect the actual network addresses. It's possible that what's listed may be accomplishing the same thing, depending on how the alias interprets it, but ideally, you'd want to list the network address if the intent is to block the network. I.e.:
192.168.39.0/24 - Guest Wi-Fi LAN
192.168.40.0/24 - IoT Wi-Fi LAN
192.168.41.0/24 - OpenVPN network
I also have a curious streamlining question for your firewall rules... at a glance, it would appear blocking management ports on the first line is redundant:
a10319ce-858d-4af0-91ce-d2b27d69fb6d-image.png
If we're already blocking all traffic to the firewall here:
064c73c6-103d-4e2e-9f49-4557319f28bd-image.png
You likely have your reasons, just curious about your thoughts.