Hi,
I decided to go with a fresh start to see what could be the issue.
I disabled bounding in the network settings since I don't have a use for it, removed the Dynamix WireGuard plugin, removed the WireGuard config folder on the USB and set up everything from scratch.
After configuring my phone, everything worked as expected (Tunneled and/or LAN)! 😀
I setup WireGuard as part to the RC of 6.8. That probably messed things up somewhere 🤔
With Unraid 6.8.1 and a fresh version of the Dynamix WireGuard plugin (2020.01.17a), it solved the issues I were having. Maybe that will help someone in the future.