For Output Filter 2 set the Protocol Type to allow GRE as shown below.
Enabled:
Forward:
Source IP Address:
Source IP Address Mask:
Dest. IP Address:
Dest. IP Address Mask:
Protocol Type:
Change Output Filter 2
Yes
Yes
0.0.0.0
0.0.0.0
0.0.0.0
0.0.0.0
GRE
Virtual Private Networks (VPN) 10-101