Help with simple firewall setup

I'll summarize... for your needs:

  • lan firewall zone
    • contains the lan network
    • default is configured properly
    • don't add/remove/edit this zone.
  • wan firewall zone
    • contains the wan and wan6 networks (that's IPv4 and IPv6 respectively).
    • default is configured properly
    • don't add/remove/edit this zone.
  • vpn firewall zone (you created this one)
    • zone policies should mirror that of the wan firewall zone (input and forward = reject, output = accept, masquerading enabled)
    • this will contain your VPN network(s)
    • this also requires forwarding from lan > vpn (which you've added) to allow the lan to use the VPN.

The other part is the network assignment into zones...

  • Each network may only exist in one zone.
  • A zone may contain one or many networks
  • Zones generally represent logical assignments/groupings of networks... that is to say
    • the lan is trusted and represents your local network(s)
    • the wan is untrusted and represents the upstream/internet connection
    • new zones can be added
      • in your case the vpn zone
      • the VPN zone can contain all of your vpns since they are logically the same.
      • Because these are commercial VPNs, they are treated similarly to the wan
        • They could exist in the wan firewall zone (and only there)
        • But since it is sometimes desirable to have a 'kill switch' to prevent traffic that is not flowing via a VPN tunnel, it can be a good idea to have them in a separate zone but with similar zone policies.