Ok, so it is not that hard then I guess. Install proxmox on the appliance, then install two vm’s, HA and pfsense. Deal with further segmentation of your lan and the bridge to the router in pfsense.

But if you ask me, drop the idea of vlans for appliances and keep it simple. Only make a guest network on WiFi, but using vlans is a pita, people want to stream to tv’s, use the app to control heating, etc. If you are concerned about appliances connecting to internet, just block internet access in OpenWRT or pfsense.