FortiWeb Real Client IP

Hello, I am configuring Fortiweb for the first time. I managed to publish a test Website on IIS, all good. But when I enable Client Real IP option in the policy, I can no longer access my test website. I can see requests in the logs, but looks like no reply is being made by the webserver. Out topology is the following: Internet - FortiWeb - Palo Alto - Web Server. Web Server's default gateways is at Palo Alto, which is then forwarded to Fortiweb.   I saw a hint note, that default gateway of the server must be Fortiweb - but even though it is not the case in our topology, technically we have a default route from Palo Alto to Fortiweb.    Is there something I am missing?