This device is not supported by the official OpenWrt project. As such, the version of OpenWrt you are running is GL-inet's custom fork which is heavily modified relative to the official firmware.
That said, in the official OpenWrt, simply removing the lan > wan zone forwarding will serve as a kill switch (leaving only lan > wgclient). Basically, if the VPN is down, no traffic will be allowed to flow from lan > wan. In theory, it should work on the GL-inet firmware.
If it doesn't work, though, you'll need to ask on GL-inet's user forums for help.