PFSENSE OUTBOUNT NAT ISSUE (NO INTERNET FROM LAN)
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Those ping replies appear to be coming back normally, and pfSense should be routing them from the LAN interface back 'down' to the Ubuntu server. Rulesets all look fine (if not irrelevant since none of the firewall rules even apply to ICMP).
I have almost zero experience with Ubuntu Server, so I'm only guessing—but could there be an issue with firewall configuration there? I assume it would allow reply traffic by default. But maybe it's doing something different with ICMP specifically 'out of the box'? Can you run a (promiscuous) capture on its
10.20.0.3interface? -
Any static routing manually configured on pfSense? (Wondering because of the WG configuration.)
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@chpalmer
Thank you for quick response!
Added rule for LAN interface.(WG rule does nothing you right, it remains after some troubleshooting)

Logs show that icmp successfully passed

But still no reply to Ubuntu server ( -
@tinfoilmatt
Ty for response!
No, haven't configure any routes.

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@tinfoilmatt
Sure!
Here is tcpdump from Ubuntu machine. No answer. But i can ping it from pfsense lan interface and everything is fine.

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@NetDummi If the reply traffic is appearing on pfSense's LAN interface but not on the Ubuntu host (and pfSense can ping the Ubuntu host), then the issue would seem more likely to be with the Ubuntu host. You should enable firewall logging there.
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@tinfoilmatt
The ubuntu image from cloud provider and it looks to me that there is no firewall enabled at all

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This post is deleted! -
@tinfoilmatt
UPDATE
Ubuntu is not the case, tested from LAN network with Windows server(Firewall disabled) same result -
@NetDummi Do you have any floating match rules with Quick set? They fixed a bug that changes how the tiles work and there have been other posts about traffic being blocked by rules now.
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@SteveITS
Ty for help everyone!
Solved. Cloud router was blocking traffic between cloud private networks. -
Cloud router was blocking traffic between cloud private networks.
What exactly is "Cloud router" ? Did you not know such a thing was sitting in between your hosts when you started the troubleshooting?