See the attached example.
I'm not sure why it would fetch from the redirect's domain instead of the firewall's domain, I have not looked at it closely. This is the page returned by the firewall with the broken image:
<html><head>
<meta charset="UTF-8">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<meta http-equiv="content-type" content="text/html; charset=UTF-8">
<title>Captive Portal</title>
<style>
#content,.login,.login-card a,.login-card h1,.login-help{text-align:center}body,html{margin:0;padding:0;width:100%;height:100%;display:table}#content{font-family:'Source Sans Pro',sans-serif;background-color:#1C1275;background:linear-gradient(135deg, #1475CF, #2B40B5, #1C1275);-webkit-background-size:cover;-moz-background-size:cover;-o-background-size:cover;background-size:cover;display:table-cell;vertical-align:middle}.login-card{padding:40px;width:280px;background-color:#F7F7F7;margin:100px auto 10px;border-radius:2px;box-shadow:0 2px 2px rgba(0,0,0,.3);overflow:hidden}.login-card h1{font-weight:400;font-size:2.3em;color:#1383c6}.login-card h1 span{color:#f26721}.login-card img{width:70%;height:70%}.login-card input[type=submit]{width:100%;display:block;margin-bottom:10px;position:relative}.login-card input[type=text],input[type=password]{height:44px;font-size:16px;width:100%;margin-bottom:10px;-webkit-appearance:none;background:#fff;border:1px solid #d9d9d9;border-top:1px solid silver;padding:0 8px;box-sizing:border-box;-moz-box-sizing:border-box}.login-card input[type=text]:hover,input[type=password]:hover{border:1px solid #b9b9b9;border-top:1px solid #a0a0a0;-moz-box-shadow:inset 0 1px 2px rgba(0,0,0,.1);-webkit-box-shadow:inset 0 1px 2px rgba(0,0,0,.1);box-shadow:inset 0 1px 2px rgba(0,0,0,.1)}.login{font-size:14px;font-family:Arial,sans-serif;font-weight:700;height:36px;padding:0 8px}.login-submit{-webkit-appearance:none;-moz-appearance:none;appearance:none;border:0;color:#fff;text-shadow:0 1px rgba(0,0,0,.1);background-color:#4d90fe}.login-submit:disabled{opacity:.6}.login-submit:hover{border:0;text-shadow:0 1px rgba(0,0,0,.3);background-color:#357ae8}.login-card a{text-decoration:none;color:#222;font-weight:400;display:inline-block;opacity:.6;transition:opacity ease .5s}.login-card a:hover{opacity:1}.login-help{width:100%;font-size:12px}.list{list-style-type:none;padding:0}.list__item{margin:0 0 .7rem;padding:0}label{display:-webkit-box;display:-webkit-flex;display:-ms-flexbox;display:flex;-webkit-box-align:center;-webkit-align-items:center;-ms-flex-align:center;align-items:center;text-align:left;font-size:14px;}input[type=checkbox]{-webkit-box-flex:0;-webkit-flex:none;-ms-flex:none;flex:none;margin-right:10px;float:left}@media screen and (max-width:450px){.login-card{width:70%!important}.login-card img{width:30%;height:30%}}textarea{width:66%;margin:auto;height:120px;max-height:120px;background-color:#f7f7f7;padding:20px}#terms{display:none;padding-top:100px;padding-bottom:300px;}.auth_source{border: 1px solid lightgray; padding:20px 8px 0px 8px; margin-top: -2em; border-radius: 2px; }.auth_head{background-color:#f7f7f7;display:inline-block;}.auth_head_div{text-align:left;}#error-message{text-align:left;color:#ff3e3e;font-style:italic;}
</style>
</head>
<body>
<div id="content">
<div class="login-card">
<img src="captiveportal-default-logo.png"><br>
<h1></h1>
<div class="login-help">
The portal session is connected. </div>
<br>
<form method="POST" action="https://gw.home.arpa:8003/">
<input name="logout_id" type="hidden" value="84b7e76d9ee36598">
<input name="zone" type="hidden" value="guest">
<input name="logout" type="submit" value="Disconnect">
</form>
<br>
<span> <i>Made with ♥ by</i> <strong>Netgate</strong></span>
</div>
</div>
</body></html>
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