Hi Aali,
this is an unofficially support forum, so if you have the Enterprise version open a support ticket on the Endian support portal otherwise if you have the community edition this is the right place
About the VPN Firewall rule this is in the wrong place and also is not necessary. You can remove this rule because all the traffic made by the Endian to the outside of the network is allowed.
About the VPN GwToGw issue I think you have misconfigured the VPN tunnel.
They use for the TAP devices the port UDP 21000 and TCP 443 so the right configuration would be this (see the screenshot)