TZ300 Wireless - Routing Question

Good Morning all,

Kind of a stupid question but I've been tasked with a small project and want to get some input regarding Wireless on the Sonicwall TZ300.

We are wanting to use a UBNT Edge Router with OpenVPN so all clients go through a VPN Service.

The basic layout of the network would be like this;

Wireless Client --> TZ300(Wireless) --> UBNT Router(OVPN) --> TZ300 Internet

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I don't know on the TZ300 if I can set the default gateway of the wireless clients to be the EdgeRouter, pretty much making a loop to go back out to the internet.

Any thoughts or suggestions would be appreciated. I am not opposed to just sticking an access point before the EdgeRouter, just want to know if the first way is possible.

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