I think you got it backwards: the redirect-gateway directive received from the OpenVPN server does override your default gateway which was set by your WAN connection, and the pull-filter ignore redirect-gateway directive prevents that overriding.
Regarding your issue, here is an idea (disclaimer: I do not have such use a case and cannot test; there may be simpler ways such as the reversal suggested by vgaetera):
- DCSP mark/tag locally generated Wireguard packets using iptables (see if that slightly old thread can help).
- Specify that DSCP tag in VPN and WAN Policy-Based Routing for your WAN interface (in the DSCP Tagging section).