Did you try to traceroute an external ip (i.e 1.1.1.1 or 8.8.8.8) in order to verify the routing? It helped me a lot with troubleshouting, also to keep the live view of the firewall open while doing these tests.
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Show posts MenuStep 4(a) - Assign an interface to WireGuard (recommended)�
Hint
This step is not strictly necessary in any circumstances for a road warrior setup. However, it is useful to implement, for several reasons:
First, it generates an alias for the tunnel subnet(s) that can be used in firewall rules. Otherwise you will need to define your own alias or at least manually specify the subnet(s)
Second, it automatically adds an IPv4 outbound NAT rule, which will allow the tunnel to access IPv4 IPs outside of the local network (if that is desired), without needing to manually add a rule
Finally, it allows separation of the firewall rules of each WireGuard instance (each wgX device). Otherwise they all need to be configured on the default WireGuard group that OPNsense creates. This is more an organisational aesthetic, rather than an issue of substance