Ok, so i think i understand the problem, but not how to resolve.
The issue i think is, that the outbound request from the the VM is routed out of the checkpoint which then hits the public IP of the Loadbalancer. The loadbalancer then NATs the requests back to the Cloudguard which then NAT's onto the destination VM (WebServer) which is also set to route all traffic out of the checkpoint.
So it think it this issue "Understand why there is traffic with source IP address that belongs to one of the interfaces on the Security Gateway / Cluster member."
Problem is how do i fix it? I want all traffic to be routed out of the checkpoint for all subnets, but also want to be able to NAT traffic from the loadbalancer to other endpoints via the checkpoint?
Help!