So, small update to this: I actually found myself just yesterday needing to do some significantly complicated routing. I tried doing it with the Rewrites API and it was a bit of a nightmare, so on the suggestion of @Log1x I tried Cortex, and it works pretty much out of the box! I was able to replicate the problem you ran into (Sage9 Template & Wrapper) but normal template selection seems to work fine (i.e. don’t specify a template in your route, just let WordPress handle it.
So I’d tentatively revise my answer to be that Cortex is probably an easier solution to a lot of problems than Rewrites API. 