How are you testing the firewalls? From inside, or from outside (e.g. a phone connected to cell coverage)?
If from inside, and you're just typing in your public IP address (or dyndns hostname), your UI page is being shown because it's not using the "WAN_x" firewalls (but rather the firewalls attached to whatever port your PC is plugged into -- likely, there is no firewall). This is caused by the NAT Hairpin setup you have.
