Problem with servers using F5 as DG

Just to amplify HHeredia's suggestions, it's very likely that your servers have a known route to each other. It doesn't matter that the F5 is their default route, because the server they're taking to is on the same subnet. If you look at a packet capture you'll likely see the pool member talk to the VIP, which then talks to another pool member, and then nothing else (probably a reset). A SNAT profile applied to the VIP will translate the client (pool member) source address to an IP controlled by the F5 so that return traffic is forced back through the F5.