If gateway switching is used, it is needed to set all not WAN gateways as forced down.

System –> Settings –> General –> Allow default gateway switching

If the link where the default gateway resides fails switch the default gateway to another available one. When using default gateway switching use any available gateway or select a specific gateway group below. 

System –> Gateways –> Single –> … –> Mark Gateway as Down

Problem is that all outgoing traffic on LAN interface is using LAN gateway (autodetected)

cat /tmp/rules.debug
pass out route-to ( bge0 192.168.0.242 ) from {bge0} to {!(bge0:network)} keep state allow-opts label "let out anything from firewall host itself"
pass out route-to ( em1 85.222.100.29 ) from {em1} to {!(em1:network)} keep state allow-opts label "let out anything from firewall host itself"
pass out route-to ( em0 95.143.241.141 ) from {em0} to {!(em0:network)} keep state allow-opts label "let out anything from firewall host itself"

There are two additional gateways in LAN (bge0) (for OpenVPN remote networks): 192.168.0.231 and 192.168.0.242. From unknown reason OPNSense choose 192.168.0.242 as gateway for non LAN traffic. This firewall rule overrides correct static routing:

netstat -nr
192.168.251.235/32 192.168.0.231      UGS        bge0

As workaround, firewall rule is needed to force output gateway.

Firewall –> Settings –> Advanced: Tick Disable force gateway (Outgoing packets from this firewall on an interface which has a gateway will normally use the specified gateway for that interface. When this option is set the route will be selected by the system routing table instead.)