Can't change the next hop for ipv6 bgp over wireguard

Hello guys,

I run VyOS in Vmware.
This is default output ,

$ show ipv6 route
K>* ::/0 [0/1024] via fe80::xxxxx:32d5, eth0, 
B>* 2001:250::/32 [20/0] via fe80::bc89:6f90:2331:4d1d, wg01

When I change the next hop fe80::xxxxx:32d5 as default route, the interface is wireguard interface wg01 , not the interface eth0.
I hope the ipv6 next hop is my local default route fe80::xxxxx:32d5 eth0

set policy route-map RM_R10 rule 10 set ipv6-next-hop local fe80::xxxxx:32d5
set protocols bgp XXX neighbor fdXX:XXX:1 address-family ipv6-unicast route-map import 'RM_R10'

After Setting Output

$ show ipv6 route
Codes: K - kernel route, C - connected, S - static, R - RIPng,
       O - OSPFv3, I - IS-IS, B - BGP, N - NHRP, T - Table,
       v - VNC, V - VNC-Direct, A - Babel, D - SHARP, F - PBR,
       f - OpenFabric,
       > - selected route, * - FIB route, q - queued, r - rejected, b - backup
K>* ::/0 [0/1024] via fe80::xxxxx:32d5, eth0, 01:19:26
B>* 2001:250::/32 [20/0] via fe80::xxxxx:32d5, wg01, weight 1,


$ show interfaces
Codes: S - State, L - Link, u - Up, D - Down, A - Admin Down
Interface        IP Address                        S/L  Description
---------        ----------                        ---  -----------
eth0             192.168.100.2/24                    u/u
                 2xxx:xxxx::f/64

lo               127.0.0.1/8                       u/u
                 ::1/128

wg01             192.168.1.2/30                   u/u  
                 fXX:XXX:2/64


Also I use eth0 ipv6 address 2xxx:xxxx::f as global next hop, not work.