Create transparent vlan interface between lan and wan

I'm using mwan3 package to loadbalance my internet traffic. That works great.
I installed softflowd to gather internet usage statistics to another device. I'm listening to br-lan interface. Shows what i need.

There is one thing that I'm missing. How to get informaction about which wan gateway was used for each connection? When i use br-lan interface to gather statistics i get which computer used how much bandwith. When i use my wan interface i only get information about ip that is already outside of nat. So all connections seem to go to that one 1 nat wan ip. Useless.

So my idea is to create transparent bridge interface between nated interface and lan interface. Then setup netflow on that bridge. That way is should get computers ips for only that one wan.
Then repeat that whole process for all other wans. And is should be able to gather all stats i need.

Does anyone know how to setup this kind of scenario in LEDE?

[LAN-BRIDGE] -----iptables load-balancing decision-----> [TRANSPARENT-INTERFACE-FOR-NETFLOW] -------nat------> [OUTSIDE WAN]

[LAN-BRIDGE] -----iptables load-balancing decision-----> [TRANSPARENT-INTERFACE-FOR-NETFLOW2] -------nat------> [OUTSIDE WAN2]

[LAN-BRIDGE] -----iptables load-balancing decision-----> [TRANSPARENT-INTERFACE-FOR-NETFLOW3] -------nat------> [OUTSIDE WAN3]

I haven't played around with this yet myself so I cannot help you in detail, but maybe this contains useful information. This is a blog post by @dlakelan that describes the usages of virtual Ethernet (veth) on Lede which could possibly be used for your scenario:

It's a little tricky because you need to do this stuff before routing causes you to masquerade. I think you could do two rounds of routing, one to a set of veth interfaces, and a second one to the real wan, but it will dramatically increase your routing cpu load.