This is a known issue. See Add Wireguard support.
Additional it is reported that the default route is always set to the wireguard device.
Just a thought for a workaround: use wireguard without connman.
Do cp /etc/connman/main.conf /storage/.config/connman_main.conf and add ,wg to the NetworkInterfaceBlacklist line. Reboot.
Then configure wireguard using the wg command.
Thank you very much for this. Connman also didnt work for me with
Connect reply: Did not receive a reply. Possible causes include: the remote application did not send a reply, the message bus security policy blocked the reply, the reply timeout expired, or the network connection was broken. (org.freedesktop.DBus.Error.NoReply)
Your idea saves a day. Not sure, why connman doesnt work for me and some others, and for some yes. I dont use pre-shared key nor config line.