Issues using nat on multiple wan setup

[armsby]

first I will describe my setup:

I have 2 internet connections and over 1 of there I make an openVPN tunnel and adds that as a 3rd wan interface.

WAN1 –---\              /-------- DMZ1

WAN2 ------ pfsense  --------- DMZ2

WAN3 -----/            --------- LAN

nat rules create from wan1 to dmz1/dmz2 works fine as long as wan1 is default route

nat rules created form wan2/wan3 to dmz1/dmz2 does not work, traffic is coming in, but there is no return traffic on the wan interfaces but the return traffic is on the dmz side

out going traffic setup with 1:1 nat on extra ips available over openVPN works fine from both dmz

any suggestions to what the issue can be?