Sophos SG135 WAN side firewall configuration

I have revisited my firewall configuration and have a problem.  I have found that the destination for internet bound traffic on a subnet had been set to all rather than WAN.

This didn't look right so I set the destination for External (WAN) (Network) and promptly broke my connection.  

The primary WAN connection is the Sophos box connection.  I do have a secondary failover connection but this has a very much lower bandwidth and turning it off does not make any difference.  

Please could somebody suggest where I am going wrong and help me sort this out.

Regards,

Budge.