Thank you for your elaborate and demostrative instructions, for sure it gave me a clue of what is happening. So I did some research too and found this article
http://forum.mikrotik.com/t/policy-based-routing-using-two-uplinks/51312/1
Which indeed helped me, now my traffic (partially and all, whatever I want) is going to the VPN.
However I am facing another issue. I have a server that needs to send/receive packet from the same source and ports it is asked for.
At the moment the CHR is masquerading the IP and it is not working, I tried to change masquerade rule to same but still not working
Any advise?