Ambiguous terminology (“load balancing”)
As far as I understood, when pfSense says “load balancing”, it refers to distributing incoming connections from WAN clients to LAN servers. So it's quiet surprising that System: Advanced: Miscellaneous page has Load Balancing section that actually applies to multi-WAN routing (“route balancing”) — at least the Allow default gateway switching option.
Before I found that, I thought that the patch which was announced in old topic “2.0RC1 Multi-Wan: No default gateway/route change after link failure” was cancelled, the more so after a later message from ermal which said: “The change has been backed out, since it caused issues, and I have plans to put a knob under System • Advanced to allow enabling it”. No wonder that I skipped the Load Balancing section on first try, since it looked as non-relevant to multi-WAN. I even tried to add floating rules, as recommended in “pfSense Squid Web Proxy with multi-WAN links”, but it didn't help of course — since there was no default route anymore that could direct self-initiated traffic to a WAN interface.
Still a question remains about new default route selection, as there is no way to mark several gateways as default ones, as well as there is no way to add several static routes for the 0.0.0.0/0 network. How the new default gateway is chosen, provided that some gateways are not leading to Internet, rather to private networks?
And what about the Use sticky connections option? Does it refer to load-balancing or to route-balancing?
Historically, "Load Balancing" has applied to both incoming and outgoing. It's only in 2.x that we've split the outbound LB actions into a separate place (Gateway Groups).
Sticky applies to both.