Double NAT would certainly cause problems, like not letting the IPSec tunnel to establish the link. But that is not my problem here. It doesn't explain why the router is not sending any packets out. The router has no idea if its behind a NAT or not, so it should send and try to initiate the connection anyway, which it does not.
The reason I wanted to dig some logs is to find out more about the issue but for my surprise, like I mentioned before, the router is not doing anything with the IPSec connection I setup. There is no network problem or connectivity problem when the router is not even trying to establish a connection in the first place.
If I go to Toolbox, Packet Capture and filter by the IPSec endpoint address, there is nothing. I restarted the VPN tunnel several times and not 1 single packet is logged. So the router is not doing anything in order to try to connect.