After two days of trying the unraid implementation of wireguard, here is my summary of what works and what doesn't work:
1. Simple connection (if you dont have any vlan or vlan interfaces on unraid) between unraid sever and windows client works in "Lan mode" and "Tunnel mode"
2. Even when routed properly on router, if your docker is on a separate subnet (ie vlan), you will still be blocked, however, VM on a different vlan can be reached
3. Windows client currently only supports one connection/interface at a time, there is a workaround to add more interface but is not elegant.
Not being able to reach docker on a different subnet was the deal breaker for me, so I stopped using unraid for wireguard.
When wireguard is installed on a VM it works perfectly, you can reach everything including docker on a vlan.
Edit: turns out it was vlan/docker setting issue, see below