WCCP GRE Tunnel when LTM is gateway of host

Hello everyone, I have a problem here not sure if anyone has similar case before .

In our network , load balancer is gateway for bluecoat proxy , then load balancer has a forwarding type virtual server created to forward all traffic . As my diagram , load balancer connect to Firewall , then FW connect to a router . I setup WCCP tunnel between router and proxy . traffic is able to redirect to proxy , but seems get drops when it return to router .

when I remove load balancer and use FW as gateway of proxy , everything works normally .

Anyone knows if if WCCP tunnel can work when load balancer is acting as gateway ?