Tested on GL-AX1800 with OpenWRT 21.02
Install vpn-policy-routing plugin
* Go to OpenWRT -> System -> Software
* Update lists
* Install vpn-policy-routing and luci-app-vpn-policy-routing
* Refresh the page. There will be a new VPN tab on header
Add Firewall zone
* Go to Network -> Firewall
* Under Zones section, click the Add button