As regras parecem está corretas, só acrescentei duas no mangle, o que chega pelo link 1 sai pelo link 1, e o que chega pelo link 2, sai pelo link 2, no mais, parece que as regras estão corretas.

Script do mangle corrigido:

/ip firewall mangle
add action=accept chain=prerouting comment="============= [PCC] Faz tafego da rede interna nao passar pelo PCC" dst-address-list=rede-interna src-address-list=rede-interna

add action=mark-connection chain=prerouting comment="IN-Link 1 - ACRESCENTADO " connection-mark=no-mark in-interface=ether1 new-connection-mark=conexao-link1 passthrough=yes

add action=mark-connection chain=prerouting comment="IN-Link 2 - ACRESCENTADO " connection-mark=no-mark in-interface=ether2 new-connection-mark=conexao-link2 passthrough=yes

add action=mark-routing chain=output comment="============= [PCC] Marca rota de saida do link 1" connection-mark=conexao-link1 new-routing-mark=link1-rota passthrough=yes

add action=mark-routing chain=output comment="============= [PCC] Marca rota de saida do link 2" connection-mark=conexao-link2 new-routing-mark=link2-rota passthrough=yes

add action=mark-connection chain=prerouting comment="============= [PCC] Marca conexao do link 1 de acordo com regras do balanceamento (5/0)" dst-address-type=!local in-interface=ether5 new-connection-mark=conexao-link1 passthrough=yes per-connection-classifier=both-addresses:5/0

add action=mark-connection chain=prerouting comment="============= [PCC] Marca conexao do link 2 de acordo com regras do balanceamento (5/1)" dst-address-type=!local in-interface=ether5 new-connection-mark=conexao-link2 passthrough=yes per-connection-classifier=both-addresses:5/1

add action=mark-connection chain=prerouting comment="============= [PCC] Marca conexao do link 2 de acordo com regras do balanceamento (5/2)" dst-address-type=!local in-interface=ether5 new-connection-mark=conexao-link2 passthrough=yes per-connection-classifier=both-addresses:5/2

add action=mark-connection chain=prerouting comment="============= [PCC] Marca conexao do link 2 de acordo com regras do balanceamento (5/3)" dst-address-type=!local in-interface=ether5 new-connection-mark=conexao-link2 passthrough=yes per-connection-classifier=both-addresses:5/3

add action=mark-connection chain=prerouting comment="============= [PCC] Marca conexao do link 2 de acordo com regras do balanceamento (5/4)" dst-address-type=!local in-interface=ether5 new-connection-mark=conexao-link2 passthrough=yes per-connection-classifier=both-addresses:5/4

add action=mark-routing chain=prerouting comment="============= [PCC] Marca rota do link 1" connection-mark=conexao-link1 in-interface=ether5 new-routing-mark=link1-rota passthrough=yes

add action=mark-routing chain=prerouting comment="============= [PCC] Marca rota do link 2" connection-mark=conexao-link2 in-interface=ether5 new-routing-mark=link2-rota passthrough=yes