Not to sure what you mean about the server, it has one nic that has a 172. IP and that is all, and the gateway is the gateway on the DFL-860 for the DMZ. Not to sure about ALG drops, I did seem to notice some drops in the log for UDP connections when ever a SQL command is sent from the LAN to the DMZ.
Incidentally, I tried putting the database server in the LAN and having the web server call it there but had the delay that direction as well. I am unsure where the best place for a database server that needs to be accessed by a web server and from a program inside the LAN would be security wise, so I am open to any advice on that as well lol.