WireGuard is indeed faster but ExpressVPN could be conflicting here. I’d disable it before getting into ‘VPN Cascading’ & just get a straight WG Server/Client link up between your two GL devices.
Here’s a simplified WG Server → Client setup using direct LAN connectivity under the same roof. Change the WG Client’s endpoint IP/address for remote access:
Here’s a Site-to-Site HOW-TO that may be even easier for you.
I now use the latter HOW-TO to manage my GL devices via WG: