Router connected, pc can't access the internet

Installing and Using OpenWrt
12
  1. mwan3 package
  2. pbr package
  3. a set of rules/routes for each internet connection.
    Maybe in your case, a set of rule-route will be enough.

Now captive conflicts with lan. Just make it without ethernet port, only a wifi SSID.

Regarding routing, everything is sent to the tunnel, therefore make a rule that all traffic from the captive interface gets routed to wan.