Multiwan PPPeO and Squid in different Boxes - Horrible Speed

[afrugone]

As was impossible to run Multiwan and proxy in the same BOX, I've install 2 boxes as follows

+WAN1–----------+                      10.10.155.1    10.10.155.2                                  192.168.1.1 
          +WAN2------------+------------------------------+          +-----------------------------------------------+
ISP--+--                        + PfSense - MultiWAN    +---------+ PfSense + Squid +SquidGuard (VM)  +-------------------LAN
          +WAN3------------+------------------------------+          +-----------------------------------------------+
          +WAN4------------+          BOX1                                                          BOX2

I make a Gateway Group with all WANs and assign thet Gateway on rules, al WANs are PPPoE and conected to same ISP, but the use a ADSL Router, that provide DHCP and different IPs.

BOX2 is a VM using one physical NIC and two bridged virtual NICs on Proxmox KVM

The configuration is working users on LAN can navigate, but the speed is horrible, almost unusable, some pages takes minutes to load, but few load normally. And some times never load and get error from squid

Connection to x.x.x.x failed.

The system returned: (60) Operation timed out

Any idea of what could be the problem? It will need a special configuration