When you say "devices in the DMZ don't suffer this", do you mean that:
* devices in the DMZ can ping the Sonicwall with no problem - this rules out the Sonicwall just being flakey
or
* that they can be pinged from outside with no problem? - This rules out the line being flakey.
If the latter, it could be that the Sonicwall is too busy to reply to low priority traffic.
Some other options:
* Line too busy and hence packets getting dropped
* QoS applied to line and ICMP already using it's quota (if policed to limit)
* Asymmetric routing. Either where you're pinging from or to may have multiple routes out resulting in some packets going one way and some the other. If the connections have different IP addresses, then the packet will either come back with a different source IP - and be dropped at NAT - or come back to a different interface and be dropped by NAT.
Not an answer exactly, but things to look into. Hope it's of some help.
