Did you assign an interface on your VIP when you created it? If so, are
you using the same interface in your policy? I have a 60E on 6.2.2 and
it works as expected.
You set the default gateway on the Fortigate to your Internet provider
(or use a Dynamic Gateway route). You would then create static routes
for your internal subnets to point to your core router. It would not be
a default route. On policies, then yo...