re-create the problem, then run a network sniffer (i.e. Wireshark) on the internal client, while you ping the gateway. Without a sniffer you can only guess what's happening on the network. If the client sends the ICMP ECHO packet to the correct MAC address, and the firewall does not answer, it's clearly a problem with the firewall. You should then go back to SonicWall support and show them your capture file and ask for an explanation ;-)