Sophos UTM 9 with Ubiquiti AP - VLAN Configuration

I currently have my UTM running with my Ubiquiti UAP-AC-PRO access points in the main network. Everything works great.

I would like to add a new Guest Wireless Network to isolate guest traffic.   Here is what I have done and I am stuck.

On the UTM

Create a VLAN (20) interface on the UTM

Create a DHCP server for that VLAN

Add the VLAN to the DNS Allowed networks

On my Unifi Controller

Create a GUEST network assigned to VLAN 20

Create a Wireless Network assigned to GUEST with DHCP Relay

With this setup, the Access Point broadcasts and I can connect to WiFi and I get the correct IP range.

However, I do not get internet access.  Can anyone tell me what step I have missed?

Thanks,

W