Thanks for the reply.
I was able to get it to work. I had an issue with my iptables when trying to copy and understand your example.
I was using the NEW and Related,established marking in the wrong way that resulted in forward marks being cleared for related an established packets. All good now. Your original post is the best I've found in regards to required iptables entries for a dual interface setup.
I still think this behavior is in "bug territory". The wg server should be replying with the same ip address that it received packets on.