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 ( provides the Internet, and router B ( 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/ (Gateway ip from router A, not from Router B with openwrt)
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