Just as with any other traffic, you prefer one WAN connection over another by binding the traffic to an interface in a Multipath rule. Use a Traffic Selector like 'Any -> {TCP/UDP 3400} -> Any'.
Cheers - Bob
Sophos UTM Community Moderator Sophos Certified Architect - UTM Sophos Certified Engineer - XG Gold Solution Partner since 2005
I might be reading your question differently. The red connection (UTM or appliance) uses the hostname you provide in the configuration when the red is created in the UTM. So when you have both utm's with two uplinks each, you can have the UTMs create RED circuits to each. I've included a sketch of what I commonly do in this circumstance.