Hi,
The traffic generated from the SRX itself would be considered generated from "Junos-host" zone and would not be hitting the security policies you have put in place for the 3 zones.
Hence, it should work if you generate some real traffic.
The following link shows some example policies using junos-host zone :-
https://kb.juniper.net/InfoCenter/index?page=content&id=KB24227&smlogin=true&actp=search
Regards,
Sahil Sharma
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