Transmission to use VPN

I have a GL-AX1800 running on 4.6.8. I have set up PIA VPN with a wireguard configuration. I want to ensure that Transmission running on the router goes through the VPN, but not connected devices. I have set up based on client device and used the MAC of the router to 'Use VPN'. I have confirmed that connected devices are not using the VPN. Will the router use the VPN and how could I confirm this. Or is there a better way to achieve this

Have you installed the plugin Transmission on the router?

And hope that the router itself transmits the Transmission data through VPN?

Yes, Transmission and VPN both up and running. Just need to ensure that Transmission goes through the VPN, but connected devices do not

I am not sure if the VPN can proxy local traffic, wait a minute, let's check it first

Do you have an update on this for me?

R&D is under plan to check if can / how VPN proxy the local traffic. Please wait a while.