Macvlans are not built to work on wireless interfaces. The reason is that all APs will reject frames originating from a MAC address which did not authenticate with them, while the whole point of macvlans is exactly to provide new subinterfaces with their own MAC address, different from that of the physical interface. It is thus no surprise that when you try to enable a default gateway on the macvlan interface, which automatically tears down the original gateway on the wlan0 interface (remember the rule:
one default gateway per routing table only), you are left without a connection.
To circumvent this problem, you should use an ipvlan instead, which uses the mac address of the physical interface. Here you will find a detailed example of how to set it up, an example which I bet will suit you just fine.
You use it as follows, assuming your wifi interface is called wlan0:
ip link add link wlan0 ipvl0 type ipvlan mode l2
ip link set dev ipvl0 up
ip addr add 192.168.73.201/24 dev ipvl0
(my LAN is 192.168.73.0/24, change as needed to adapt it to your case) and you can also change the default gateway to be accessible on the new virtual interface, instead of the old, physical one:
ip route del default
ip route add default via 192.168.73.1 dev ipvl0 src 192.168.73.201 metric 1
The only noteworthy comment is that I used mode L2: ipvlans have three modes of operation, L2,L3,L3S (never mind that it is generally said that they have two modes, there is also the L3S which is similar to L3 but allows operation of iptables/conntrack). The difference between L2 and L3 is that L2 allows the virtual interface to be bridged with the physical interface, which means it can have an address in the same subnet as the physical interface and L2 traffic is correctly relayed. L3 mode instead does not relay L2 traffic, and requires configuration as an IPv4 router: different subnets, need to setup routes, and so on. More hassle than worth, most of the times.
Incidentally, having an underlying wireless interface is just about the only reasonable use case for ipvlans instead of macvlans. In all other cases, just stick to macvlans.