Unfortunately if you're wanting to stream US Netflix, HULU, and Amazon Prime you may receive a proxy warning when using policy rules with expressvpn. It has to do with how Expressvpn use shared IP addresses and their DNS to overcome the proxy blocking of these streaming services. When using policy rules the router will use other DNS servers other than Expressvpn's. I hope that makes sense.
Thanks for that info. Up to today I was successfully using Expressvpn with Policy Rules on my Merlin RT-AC86U. I tried to install the identical setup onto my new RT-AX88U with no success so far.
I just completed the complete rundown on the DNSFilter toggling, with no success. Perhaps if I do a complete restore and try again, it may help.