Routing to the host of pfsense

[AnonNZ7777]

Hi,
I have recently started using pfsense and am very impressed with it. I are currently using it as a router to four different OpenVPN connections. I use firewall rules to direct different traffic out different OpenVPN geo servers.
This works really well. If I change the IP of a machine it uses a different OpenVPN gateway. This works for my PCs and other devices.
The issue I have is likely not pfsense, but a more fundamental networking or Linux routing problem. This may not be the most appropriate forum, but the experts on here may understand all sides of the issue.

My pfsense installation is a VM on a Synology 918 NAS. I run a docker container for NZBGET also on the NAS. The Docker NZBGET works perfectly when routed via my normal gateway/router. It fails to connect to the usenet server when routed via the pfsense.
The docker container can ping, nslookup, traceroute to anywhere via pfsense, but not connect to the usenet server.
The is also true of the Synology NAS host itself. It can contact the ourside world via the gateway router, but not the pfsense.
I also ran the same docker on a couple of PCs. The PC hosted docker conatiner works perfeclty via the gateway router or via pfsense.

In summary

Machine | Host | gateway | result
PC | Itself | router | success
PC | Itself | pfsense | success
NAS | Itself | router | success
NAS | Itself | pfsense | FAILURE
Docker | PC | router | success
Docker | PC | pfsense | success
Docker | NAS | router | success
Docker | NAS | pfsense | FAILURE

The pfsense doesn't appear to be working correctly with machines that are hosted in the same equipment as the pfsense.

Any ideas?