If you want to make NAT thru WAN1 and accept incoming connections from WAN2 at the same time, you need make PBR. It will not manage any traffic types, it will just let work WAN2 from outside at the same time with WAN1.
1. Routing > Routing tables
Add new routing table (ex, alt_wan2)
Add one route wan2 all-nets with any metric and without monitoring
2. Routing > Routing rules
Add PBR rule wan2/all-nets any/all-nets, forward main, return alt_wan2
After, your DFL will accept connections from WAN2
Set up VPN server on WAN2 - it will works