I have problems when I connect multiple zones on the same switch. How to solve this?

First of all, it is no good idea to connect multiple zones on the same switch (or phsysical network). Zones are meant to physically separate your networks in order to have extra security.

But one may have good reasons to do so.
If you connect multiple zones on the same switch it is not predefined with the current kernel configuration, which interface will receive packets to an ip addresses of a zone, since the ip addresses will be owned by the firewall itself and not by the interface.

In order to change this behaviour log in to the firewall and write to each file in:

ls -1d /proc/sys/net/ipv4/conf/* | while read F; do echo "1" > $F/arp_ignore; done

If you like to have this executed at boot time, edit the file /var/efw/inithooks/start.local
and insert the following:

#!/bin/sh
ls -1d /proc/sys/net/ipv4/conf/* | while read F; do echo "1" > $F/arp_ignore; done