Linux VLAN. Routing through external router

I’m building an educational project and for that purpose I want to have to virtual interfaces (VLAN) working on top of one NIC with IPs from different subnets. Also I want all the traffic between them to go through my router, so that I can control it. Unfortunatelly I can’t post an image of the network as I don’t have enough reputation, so will have to explain it by words.

I have a desktop with one NIC. On top of that I created 2 VLANs: VLAN1 192.168.1.69/24 and VLAN101 192.168.2.14/24
The NIC from the desktop is connected to Zyxel Keenetic Ultra 2 via UTP. The port on Zyxel is configured as trunk.
On Zyxel I have two virtual bridges: Bridge0 (192.168.1.1/24) + VLAN 1 and Bridge1 (192.168.2.1/24) + VLAN101
On Zyxel I’ve issued no isolate=private so that these two subnets are able to communicate with one another.

The problem:
I try to ping 192.168.1.69 (VLAN1 on the desktop) from 192.168.2.14 (VLAN101 on the desktop) and I expect it work and go through Zyxel. But it doesn’t work (ping command is done on the host machine)

[@localhost network-scripts]$ ping 192.168.1.69 -I enp0s31f6.101
PING 192.168.1.69 (192.168.1.69) from 192.168.2.14 enp0s31f6.101: 
56(84) bytes of data.
^C
--- 192.168.1.69 ping statistics ---
9 packets transmitted, 0 received, 100% packet loss, time 7999ms

But the most interesting thing is that Wireshark capturing traffic on physical interface of the desktop shows replies! (Can’t post pictures, so will have to explain by words)
In Wireshark I can see 4 packets:

ICMP Request: 192.168.2.14 -> 192.168.1.69 (MAC DST is the MAC of the 192.168.2.1) VLAN 101
ICMP Request: 192.168.1.1->192.168.1.69 (Looks like Zyxel does proxy) VLAN 1
ICMP Reply: 192.168.1.69->192.168.1.1 VLAN 1
ICMP Reply: 192.168.1.69->192.168.2.14 VLAN 101

So everything is fine, but why ping commands doesn’t see it and shows 100% loss of packets?

UPDATE
On the desktop I created a VM using Virtualbox. VM’s NIC I connected to VLAN101 host interface using Bridged Adpater mode. The VM got an IP via DHCP from the router 192.168.2.18 and I can ping from the VM VLAN1 on the host machine.

In  the VM(192.168.2.18/24): ping 192.168.1.69 - works perfectly fine

But ping in the host still doesn’t work