Internet Gateway code simply treats all adapters with media different from NdisMedium802_3 as WAN. This is not correct of course, but works for most cases and good enough for the sample. I think your intrface reports media different from 802.3 and this causes described misbehave. NDIS_MEDIUM is defined as following:
typedef enum _NDIS_MEDIUM
NdisMediumDix, // defined for convenience, not a real medium
#if ((NTDDI_VERSION >= NTDDI_VISTA) || NDIS_SUPPORT_NDIS6)
#endif // (NTDDI_VERSION >= NTDDI_VISTA)
#if (NTDDI_VERSION >= NTDDI_WIN7)
There are too many things to improve in this sample to build a real NAT aplication suitable for different environments and it would take plenty of time to build a desired list. You’d better look at some solutions alreaddy available on market to see what features can be implemented.