Yeah so if you go to the firewall rules GUI.
You can create a rule under LAN (outbound), and set specific target ips/ports and then just above the advanced section at bottom you should see a Gateway option.. You can choose the gateway that the hits on that rule pass through, thats policy based routing. The policy rule needs to be above the catch all rule.
This can be made much easier in two ways.
You can (a) make an IP alias so multiple IP's tied to a alias, then use the alias as target IP for the rule, or (b) make a hostname list (so for specific services/websites) then the domains will periodically be auto resolved, and those IP's will be added to the associated rule.
Hostname list is add an alias, set type to URL (IPs), and in the content box add hostnames such as google.com. I cannot remember if this will auto catch sub domains also, so test or play safe and do all sub domains you need.
You can also use ASNs so most likely the best way is either ASN or domain names, so e.g. can use steam ASN to be a catch all for all steam traffic.
I was going to test when I made this post, but can see you did that side now, so thanks for posting back here on that.