Isn’t this what you are basically trying to achieve? http://forum.mikrotik.com/t/nordvpn-ipsec-ikev2-killswitch-for-ros6/144817/1
Regarding routes, I believe you need to use different routing tables. In Mikrotik the functionality can be achieved by using “routing mark” or something like that.
Also there is no need for Wireguard to NordVPN servers, you can use IPSEC/IKE2 instead as most of Mikrotik routers do support hardware acceleration.