I finally found where the problem was and fixed it!
For those of you who are interested on knowing where the problem was, here you go.
The problem was that the interface that is connected directly to the firewall, who is participant on the bridge-wan, did NOT have an IP address assigned to it.
The other interface had a WAN IP address assigned to it. It makes no difference if the IP address is assigned to the root interface that is participant to the bridge-wan, or if the IP address is assigned to the bridge-wan itself.
You simply need to assign IP addresses on both interfaces that are participant on the bridge-wan - for the bridge to read the whole traffic that is being generated - as opposed to reading only the broadcast traffic that is going on that bridge.
So I called up Cogent and ask them to assign us another subnet, and ask to add a static route of our existing subnet to the old subnet. I didn’t want to lose the current public IP’s that we had for our firewall because we’re using those IP’s to whitelist a ton of cloud servers. And I also don’t like the idea of connecting the router with the firewall with a private subnet and then NAT that subnet to the internet, because the users would have double-natting and I simply don’t like that when there are better ways of doing it.
And so, on the root interface of the bridge-wan, I assigned one of the IP’s from the new subnet, and then on the other interface where the firewall is connected directly to the mikrotik, I assigned an IP from our old subnet and used that IP as the default gateway for the firewall. This way we preserved our old IP, and also made possible to static route the old subnet through the new subnet.
Yes, ultimately this added another hop in our route, but I don’t think that matters?
And bam! The issue was resolved instantly!
I am not entirely sure in details why this had to work this way, but I am just glad I was able to fix it after a long time.
Maybe you guys can help me out on understanding the story behind this issue.
See attached for the actual results.

