I have run into this several times where I create proxy arp(s) on external interface of the firewall for a distinct subnet so for example:
Firewall interface 184.108.40.206
add arp proxy ipv4-address 220.127.116.11 interface eth1 real-ipv4-address 18.104.22.168
the firewall does not respond for the proxy arp(s) but rather routes it back to it's default gateway. It's not until I add in a static route with reads:
add static-route 22.214.171.124/32 nexthop gateway logical eth1
that it will start responding for the arps. Is this expected behavior??