LAN - https://ibb.co/cqRnmG
WAN - https://ibb.co/nwzZYw
LAN1 - https://ibb.co/fpSz0b
LAN2 - https://ibb.co/eYKORG
Route - https://ibb.co/bRu1Dw (from 10.102.1.10 to 8.8.8.8 shows going via WAN1 as per LAN1 but will never route paste the gateway .1)
Policy - https://ibb.co/b7SXLb (note is nothing active policy wise as a set policy made no difference)

I have no idea why it doesn't work but I notice that you have your "load balance" set as IP Based. This seems to be a new feature on the 2860 as only "session based" and "according to line speed" were available before. Mine is set as Session Based and my VLANs work. Just grasping at straws but is it worth trying (especially if you only actually have one WAN connection)?

The policy isn't enabled, the checkbox is blank, I did try creating a specific policy to see if it made a difference but it didn't so I disabled it.

At this point am thinking this is a bug