Before doing anything else, could you please try to login to the router via WebUI and navigate to Network>Firewall>General settings (default window) and edit the "wireguard" interface. Then, select the field "Allow forward to destination zones" and select "wan" zone. Make sure to save & apply the settings. After doing this, all of the traffic from the router should be allowed to flow via WireGuard tunnel to another end-point (proxy).
If this doesn't work, please generate a troubleshoot file and send it to me via private message.
What's a troubleshoot file and how to generate it?
A Troubleshoot file contains the device's event logs, configuration files and other information useful for diagnostics. It can be downloaded from your device's WebUI, Troubleshoot page:
System → Administration → Troubleshoot