Usually, bypassing a firewall is not the best idea. But sometimes you have to. One case, where you want to bypass a firewall, is asymmetric routing. What is asymmetric routing? Imagine a scenario with two routers on the same network. One router offeres access to the internet, the other router provides access to other sites with site-2-site VPN tunnels. Patrick Terlisten/ vcloudnine.de/ Creative Commons CC0 Host 1 uses R1 as default gateway.
Sophos offers a free license of their UTM firewall for private use. The product was originally developed by Astaro and since these days I use it at home. After the merger with Sophos I switched to the new Sophos UTM 9, still using my old license. I use it to seperate my test VLAN from my normal VLAN, and I use it as proxy with antivirus scanning for all my devices (iPhone, iPad, laptop etc.