How can I set default gateway for OPT1 interface? In options of OPT1 interface I can only assign IP address.
You need to setup RULES for the Opt1 interface. Go to the Rules item under firewall, select OPT1 from the tabs and then create allowance rules for the users of that interface. For example:
* OPT1 net * LAN net * Block all access to LAN
* OPT1 net * * * General allow all rule
These rules block access to the LAN and then allow access to everything else, aka the internet. The router will take care of the rest. you can make yours how ever you want, these are two entries for a normal setup.
The Static Route is for other routers on your network if you want to send things to routers that aren't sending RIP OSPF etc. Has nothing to do with what you want.
There should be also possibility to assign IP to OPT interfaces form DHCP server.
To the interface no, as it is not part of the same physical network as the LAN which is where your DHCP server is currently listening. You can, however, assign DHCP addresses to devices on the OPT1 interface. To do that go to DHCP server, then select the OPT1 tab and setup the DHCP range etc. as you did with your LAN interface.