Volkhan,
I have implemented this configuration with an SGS, but I needed to make the following modifications:
1. Create a GSP protocol for port 25 traffic.
2. Replace the SMTP protocol with the GSP in all relevant service groups.
3. Disable the SMTP proxy.
4. Add a TCP-GSP protocol for port 50636 for hub-edge synchronization and create a rule to allow Hub > Edge.
Aside from that I just needed to make sure that Exchange was configured correctly, specifically the Exchange Hub – Edge Synchronization, and to ensure that the “set-TransportServer” setting is correctly set in the Exchange shell on the Hub server. Also I configured DNS on the SGS so that all the mail servers MX records were fully resolvable in DNS from both LAN and DMZ.