Hi there,
If the devices in VLAN have a default gateway then you need a route it to your setup in your firewall. Either add the route in the firewall or change the default gateway of the devices and you should be good.
Here is the thread that can help you out with the NLB ping
https://social.technet.microsoft.com/Forums/ie/en-US/309bd161-55ae-4e2e-9bc2-bc69f0c8a526/nlb-not-responding-ping-but-servers-does?forum=winserverNIS
Hope this answers all your queries, if not please do repost back.
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