We use the HTTP_HOST variable in .htaccess:
RewriteCond "%{DOCUMENT_ROOT}{$pathPrefix}/wp-content/wfcache/%{HTTP_HOST}_%1/%2~%3~%4~%5~%6_wfcache%{ENV:WRDFNC_HTTPS}.html%{ENV:WRDFNC_ENC}" -f
So the file we cache is stored in a path that is made up of the site hostname. As long as your rewrite rules appear before ours and the HTTP_HOST is set correctly, it should work.
If the path is not stored correctly, then your site won't crash. Wordfence simply won't serve up the cached file.
So you might try this. Then go to the /wp-content/wfcache directory and see which hostnames are being used to store cached files.
Also enable the option on the Performance Setup page to add an HTML comment to all cached pages. Then hit your site with a new incognito window in your browser and check the footer of the HTML source to see if the page was served from the cache.
Regards,
Mark.