With traditional network scans, never scan through or try to bypass devices such as firewalls, switches, etc., that are designed to obfuscate or impede scans (for example, network address translation).
Either put Nessus scanners in every segment, closest to the host, or run agents locally on the system, which does not require explicitly making an overage of firewall rules. Both solutions require minimal firewall rules to provide connectivity when implemented correctly.
For full visibility into your network, Tenable recommends that you combine agent-based and traditional scanning to identify risk across your entire network. This approach is especially important for organizations in the United States Federal Government as there are specific laws and acts that mandate you evaluate the entire spectrum of your risk.