I have seen sometimes a client gets ip 0.0.0.0 when connecting using SSLVPN.
What could cause this?
This generally means that the tunnel isn't fully establishing (which can happen for a number of reasons.) If you right click the SSLVPN tray icon and click view logs, you may find more information.
This happens most often when there is something wrong with the SSLVPN Tunnel adapter, or another tunnel adapter is conflicting with it. If you have any other OpenVPN based clients installed, make sure there is only one TUN adapter in your network interfaces.
WatchGuard Customer Support
Check the Firebox at your location, maybe the HTTPS outbound policy is a Proxy and is causing the connection to hang up. I have this problem all the time and takes me about 15 to remember to setup a packet filter on my side.