I have quite a similar issue.
Dual site, dual MHO with 8 SGMs and two SGs
SG1 has only one SGM from site1
SG2 has one SGM from site 1 and one SGM from site 2 -> working fine
in SG1 when I add another SGM (it doesn't matter if it's from site 1 or site 2) some strange traffic issues are reported. Some connections (ping, http, rdp, ssh) are not working but only for some users and not for all of them.
As I could not identify issue with logging (as I can't (or I don't know) how to filter for members (like 1_1 or 1_2) I could not relate this to a return traffic issue.
I do have to mention that all interfaces are bond with Active/Standby (Activ in MHO1, Standby in MHO2) - identical for both site1 and site 2.
Also L4 distribution is disabled and Distribution mode is auto (per-port).
Any idea on how to start the investigation ?
Really appreciate your effort.