Hello,

I have folowing configuration : one strong router1 (PC) when I want to make shaping and firewall rules, with 10.0.0.1/24 IP
to this PC is connected routerboard with 10.0.0.2/24 on ethernet and 10.0.1.1/24 on wireless.
I want to see wireless client's MAC (from 10.0.1.x IPs) in router1's firewall - now I see only WAN MAC of AP as src-mac.
Is possible to do such solution by proxy-apr?

If I understand your question, it is not possible with proxy ARP.
What do you want exactly? Why?

I would like to use MAC filter on the router's firewall.

Try to use EoIP tunnel