I did understand you.
I have only one VPN server in the "List of servers" of the gateway machine, and 3 ADSL lines.
The thing is, that when I did my tests, I had only one ADSL line, and the firewall was fully opened.
So believe me, I did all the tests I could imagine.
I am pretty sure that, for some other reason, my VPN is considered as external to my network.
Now I have 3 ADSL lines, and in each one I forward a different port (x,y,z), to the same port on the ebox's external interface (z)
All works but I have to consider the VPN as external network.
It's functional (and pretty secure as I submit the source network in the firewall), but This is very very strange.