As dst-nat redirects the packet originally coming to router’s own IP address to some external one (in the LAN subnet), the packet is further handled by chain forward rather than by chain input. The responses to it are thus also handled by chain forward rather than chain output.
So the assignment of connection-mark based on in-interface must be done in chain prerouting in mangle (which means you don’t need separate rules in chains input and forward), but it is not enough to translate the connection-mark to routing-mark in chain output of mangle, you have to add similar translation rules also to chain prerouting or forward. This connection-mark → routing-mark translation rule must not act on WAN->LAN packets.
And fasttracking must not be used for these connections.
http://forum.mikrotik.com/t/static-default-route-im-missing-something/119183/9 - start reading from the last paragraph to get the context.