When I tested wired WAN together with secondary WAN as WLAN client, I had the same issue (connected but not working). Presumably some kind of bug. You cannot set priority 0 and use policy routing, cause there is no routes in standby. I have personally requested this mode in an earlier post. However, what you can do is for example set priority 255 on WAN1 and 1 on WAN2, which should result in WAN2 not beeing used (load balanced), but still being able to route specific traffic out WAN2 by policy routing because it's no longe in standby. I'm doing it that way.