Which gateway?
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How do I know which gateway a particular packet has gone out on? Is there any log that can help me track this?
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diagnostics>states will show you which wan IP the connection got natted to.
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All packets for that connection go out the same gateway?
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Once a state is established it will remain on the same wan it was initiated on.
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Would the same logic apply if t if a connection is started from a WAN interface, for say a web server in an DMZ/OPT interface. Would the reply packet (from the web server) go out the same WAN interface that it came in on, or would a load balancer determine which interface it went out on?
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It will obey the state, independent where the connection was initiated from.