PCQ without NAT

I encountered a problem setting up PCQ without using NAT. To simplify the matter, let’s say I have a /24 network connected to the device where I want to do the shaping, which also has a /30 connection to another router. I would like to limit the bandwidth per host using PCQ. I am marking packets in the prerouting chain like so:

 0   chain=prerouting action=mark-connection new-connection-mark=conn0 
     passthrough=yes src-address-list=list0 

 1   chain=prerouting action=mark-packet new-packet-mark=traffic0 passthrough=no 
     connection-mark=conn0

The traffic seems to leak through the queue tree without being limited. Is it possible use PCQ in such a scenario?