Comware 7 GRE - bind to vpn-instance

[alm_ipn]

Hi,

Is it known as non working, to have a GRE tunnel formed in one VRF and bind the tunnel in other VRF ? Something like: 

#
ip vpn-instance VRF-2-RED
route-distinguisher 203333:2
description RED
#
ip vpn-instance VRF-4-GREEN
route-distinguisher 203333:4
description GREEN-VRF
#
interface Vlan-interface3511
description RED
ip binding vpn-instance VRF-2-RED
ip address 21.11.13.18 255.255.255.252
ipv6 address 2001:DB8:AF00:21::1/64
#
interface Tunnel1 mode gre
description TUN-R1
shutdown
ip binding vpn-instance VRF-4-GREEN
ip address 10.4.1.14 255.255.255.252
source 21.11.13.18
destination 10.17.56.2
tunnel vpn-instance VRF-2-RED
ipv6 address FD05:DB8:0:1::2/64
#

GRE tunnels on 5920AF-24XG Switch running HPE Comware 7.1.045 (2432P05) the GRE is up the OSPF and BGP seesions are up, but something goes wrong on the return path, there is nothing wrong with how the routing and route leaking is configured as I have another phisical link for backup, where this works fine. 

In HPE VSR1000 this works without a problem.

[alm_ipn]

Same happens if I have the Tunnels forwarding in the same VRF

interface Tunnel1 mode gre
description TUN-R1
ip binding vpn-instance VRF2-RED
ip address 10.4.1.14 255.255.255.252
source 21.11.13.18
destination 10.17.56.2
tunnel vpn-instance VRF-2-RED
ipv6 address FD05:DB8:0:1::2/64

I can reach the tunnel end 10.4.1.14, I can reach the VRF loopback ospf and bgp works, but when the route received from iBGP is leaked to another VRF the routing works in one direction, it is dropped on the return path. 

Can this has something to do with fast-forwarding or urpf ? URPF is disabled by default from what I can read in the documentation.

[alm_ipn]

Same problem using ipip tunnel.