I was never able to get VPN Policies to work properly with Wireguard client connections on the x3.x releases. OpenVPN worked well, but not Wireguard.

Environment:
Brume MV-1000 v3.216 firmware.
Adguard Home v0.107.38

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The Wireguard+Adguard Home+VPN policy issue has been resolved in the v4.3.8 beta release in my experience. The v4.x UI will also warn you of various configuration settings that will break VPN policy, unlike the v3.x series.