PBR - Policy based routing

Hello, I'm totally new to OpenWrt, so sry for my newbie question. I managed to get working Wireguard connection (with Nordvpn by disabling ipv6 on eth0), but i don't get to work the policy based routing.
My configuration is router A (192.168.1.1) provides the Internet, and router B (192.168.2.1 on Openwrt) is connected by Wan Port to Router A. I create a wg0 interface and add a firewall zone "vpn" added to "lan" firewall zone. Wireguard is working
On PBR it shows me as Service Gateways:
wan/eth0.2/192.168.1.1 (Gateway ip from router A, not 192.168.2.1 from Router B with openwrt)
wg0/10.5.0.2
Any Policy added had absolutely no effect. Can someone give me a hint where is my mistake to make it work? Thx in advance for any help. g.andi