I have run:
root@OpenWrt:~# service dnsmasq stop
root@OpenWrt:~# uci set dhcp.@dnsmasq[0].localuse="0"
root@OpenWrt:~# uci set dhcp.@dnsmasq[0].port="0"
root@OpenWrt:~# uci commit dhcp
root@OpenWrt:~# service dnsmasq start
udhcpc: started, v1.36.1
udhcpc: broadcasting discover
udhcpc: no lease, failing
And again activated these pbr rules:
config policy
option name 'All LAN devices use VPN'
option src_addr '@br-lan'
option interface 'wg0'
config policy
option name 'Router itself uses WAN'
option src_addr '192.168.1.1'
option interface 'wan'
config dns_policy
option name 'Router itself uses WAN DNS'
option src_addr '192.168.1.1'
option dest_dns 'wan'
config dns_policy
option name 'All LAN devices use VPN DNS'
option src_addr '@br-lan'
option dest_dns 'wg0'
Afterwards I restarted the network service. Now I can't connect to the router any more, at all.