Multipath Rule binds IPsec to WAN-Site-A-1
Remote Gateway for Site B uses a Gateway that is an Availability Group with, in order, WAN-Site-B-1, WAN-Site-B-2
Multipath Rule binds IPsec to WAN-Site-B-1
Remote Gateway for Site A uses a Gateway that is an Availability Group with, in order, WAN-Site-A-1, WAN-Site-A-2
Auto-Failover IPsec VPN Connections
Note: See my EDIT at the bottom of this post for a more complex solution with instant failover.
Interface Groups are created on the 'Interfaces' tab in 'Interfaces & Routing'. No Multipath rule is required. These new groups are nifty. I used them in a recent project to connect four remote offices to a central UTM.
Each office has two, different WAN connections. I configured one Interface Group for a VoIP VPN that started on one WAN connection and another Interface Group for a Data VPN that started on the other. If any one WAN connection goes down, the VPN on that connection fails over to live on the other connection with the other VPN. I also added some QoS rules to minimize the VoIP connections getting hammered if the Data VPN ever failed over to the VoIP-preferred line.
Cheers - Bob
PS So, with this approach, Post #4 above would look like:
On both sides, create an Interface Group named "VPN Group" to be used as the 'Local interface' in the IPsec Connection definition on both sides.
Site A:
VPN Group = WAN-Site-A-1, WAN-Site-A-2
Remote Gateway for Site B uses a Gateway that is an Availability Group with, in order, WAN-Site-B-1, WAN-Site-B-2
Site B:
VPN Group = WAN-Site-B-1, WAN-Site-B-2
Remote Gateway for Site A uses a Gateway that is an Availability Group with, in order, WAN-Site-A-1, WAN-Site-A-2
Notice that the first Host in each Availability Group must be the IP of the WAN interface in the top position of "VPN Group" on the other side.
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EDIT 2017-10-08: V9 brought us the ability to bind an IPsec Connection to an Interface, so it's now possible to have two active tunnels and instant failover using Static Routes. The best description I know of this is in German, but Sophos UTM multiple S2S IPsec VPN mit Failover – Tutorial (DE) has pictures of all settings in English.