i have a similar problem with my VPN lan-to-lan bonding setup.
Both VPNs are up / connected in the vpn tab.
Under Network the Bond interface shows that VPN01 (second VPN in the bond) is down. VPN00 is always up, but the second one is always down since i updated.
i now have gone back to 3.8, but having the newest version of ZS would be better.