Re: EX4200/EX4500 does not pass via the GRE traffic going from devices connected to the EX.

I believe your static routes are not correct, these should have a next hop of your tunnel interface instead of the ip address.

routing-options {
    static {
        route 0.0.0.0/0 next-hop 10.255.111.1;
        route 192.168.115.1/32 next-hop 10.255.111.1;
        route 192.168.115.0/24 next-hop 10.255.111.10;