You are correct. When the VLAN feature is enabled your scanner should act as if it's sitting in the same subnet as the hosts your scanning.
A couple of things we need to make sure of are:
1. The scanner is on Version 2.1 or higher.
2. The VLAN option has been turned on for your account.
3. Your scanner must be using a Statis IP (you stated this was done)
If the above are all true, I have a couple of questions:
1. you said the DMZ VLAN was not configured on the appliance. Does this mean it was configured in the QualysGuard Web Portal?
2. You said that all the appliances were configured for VLAN Trunking, but are the ports they are attached too on the switch set to Trunking mode?
3. Does the appliance your scanning with have a Trunked path to the VLAN where the hosts are?
I would not suggest opening a hole in the firewall as this should not be necessary.