I'm trying to do something pretty similar to this in a virtualized environment for testing: Transparent Cake Box
So I installed OpenWRT (1gb, 8 cores), stopped and disabled firewall and dnsmasq, added one management interface, one wan interface, one lan interface and one bridge interface to link both lan and wan
Once you bridge two interfaces together, you only have one interface: the bridge. You cannot configure the interfaces separately and bridge them together.
When you bridge two interfaces together, traffic flows between them transparently, you cannot do traffic shaping.
Perhaps you need to forward traffic, but that is configured on the firewall, that you disabled.
Ok I found the problem, it was not OpenWRT configuration but in the Hypervisor that I use (Hyper-V)
For posterity: You from the future, if you are having problems with traffic not flowing trough the bridge when OpenWRT is virtualized in Hyper-V, enable mac address spoofing on bridged network interfaces, its on network adapters > advanced features