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?