VPN wireguard on GL-AR750S SLATE

If I connect the Slate router to my VPN provider via wireguard client and set up wireguard to not include my roku box in the vpn it slows the roku traffic so much that it is continuously buffering and stalling as it is loading at 25%, 50% and 99% etc and it never finishes loading. When I turn the VPN off it loads instantly. Is there a fix for this?

How did you set up vpn policy exactly?

I enabled VPN Policy and chose the mac address of the roku. This is when the roku buffers excessively. I do get a couple of minutes of video this morning, but then it buffered again and played a few more minutes and so on. The video is also pixelated.

I also tried removing the mac address from VPN policy and using the IP of the roku and Netflix displayed a message that I was using a proxy. I reset of the roku after each change.

Firmware Version

OpenWrt 18.06.1 r7258-5eb055306f / LuCI openwrt-18.06 branch (git-18.196.56128-9112198)