If I'm understanding what you want to do, I have this set up on an OpenWRT router with multiple remote endpoints used for different devices. Our phones go to a hosted Wireguard server in one city, PCs to an OpenWRT router in a different location, and IOT devices that aren't blocked and guest devices exit access the Internet locally. With some additional work you should also be able to have remote devices connected via WG exit wherever you like.
Policy Based Routing on OpenWRT makes this possible and it should be doable as long as the devices you want to allow to exit the remote server are included in that server's "Allowed IPs" setting. (Maybe there's a way around that, but I haven't had to deal with it.)