There's no hardcoding, it's a convention. You can rename wan to anything you like as long as you use that new name in firewall config and other config files. It all comes down to network and firewall settings when it comes to routing.
Post your /etc/config/network, /etc/config/firewall and /etc/config/dhcp. Use "preformatted text" formatting.
If an interface has a "gateway" property set, either manually, as DHCP client or by other means, then it's considered to be a network gateway. I believe the first such interface is used as a default route. When it comes to VPNs, they often have a way to become the default route when tunnel is established.