Squid proxy , VPN Gateways and routing issue

[wifiuk]

Please can someone help me work out why i am getting this issue

I have my normal internet connection named WANFTTC
Then  i have I have 3 VPN connections going over this WAN gateway.

I have firewall rules to force traffic down these.
1 VPN for general day to day traffic - in NordVPN GatewayGroup
1 VPN failover for the above - In NordVPN Gateway Group
1 VPN for torrent specific stuff - has own Gateway Group

Everything works perfectly….. that is until i enable squid proxy.

When i enabled squid proxy all traffic seems to go over my normal internet connection, this is not what i want to happen, it should go over my NordVPN gateway connection like normal.

Here is my LAN fire wall rules

Anti Lockout Rule

Torrent Traffic --> TORRENT_GATEWAY
Selective Traffic (think not over VPN e.g PS4) --> WAN
All Other Traffic --> NordVPN GATEWAY
Default allow any LAN

Why when enabling SQUID does it seem to ignore all of the above and just go out via the WAN, what am i missing?

As soon as i disable squid proxy it all goes back to working as normal.