There is no way for me to forward ICMP packages to my server (registered in dmz)

All I can do is disable/enable SPI firewall.
Enable and disable responding to ping from lan

Enable and disable responding to ping from wan

This seems ridiculous that I should not have control of the forwarding of these essential packages.
I can understand that you want to protect against flooding attacks etc.
But not being able to override it anywhere is just not right.
I will either need to buy a new router or know that there is a firmware upgrade on the horizon that will solve this issue