VPN IKEv2 Out Specific traffic by source routed through a VPN server

So basically you built ROS-based IPSEC/IKE2 VPN server like this:

Then I believe you should be following this guide for connecting to VPN server from Mikrotik: http://forum.mikrotik.com/t/nordvpn-ipsec-ikev2-killswitch-for-ros6/144817/1

Anyway, I do have a feeling that it has something to do with NAT:

The connection is established and transmits data without any receive.

Otherwise, I am not sure where is the problem.

EDIT: Try to reduce MTU/MSS size in both client and server configs for VPN traffic. It might be related. More info here.