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Which port on the TZ should I add the wi-fi router?
Will both WAN and LAN traffic through the tp-link wi-fi router go thru the TZ?
To answer your questions....
It is up to you what interface on the firewall you use. The only real requirement you have is that there is nothing plugged into it. Your welcome. The interface will have to be set to a zone. You can use LAN on the interface or you can create a custom zone so that you can more easily control and segregate the wireless traffic.
Where it goes or doesn't go is based on the default rules the firewall creates (routes, access & NAT rules) and any custom rules you create. I would expect that at least some of the configurations in the router will give you some, if not all, of the control that you need for the traffic, depending on your needs. I would also expect the AX to have a simple firewall in it also.
Another thing to consider is that the AX was probably designed to just plugged into the back of your ISP's router/box/whatever. If this is just for people that have full access to your LAN, this configuration wouldn't be a big deal. If you are doing a Guest network, it will need a different subnet.