It has been a while.
So I'm happy to present to you my final working solution.
Using Version 2.4.2-RELEASE-p1 (amd64)
Have a pfSense Firewall with 2 WAN connections (Failover).
Created Gateway Group [FAILOVER] with 1 x Wan Tier 1 und 1 x Wan Tier 2.
Wan Tier 1, is a DSL Connection. Call it WAN_Main
Wan Tier 2, is a 4G backup connection. Call it WAN_4G
On my firewall, I configured an OpenVPN client. [u]This client should always be connected to a server in the cloud AND use WAN_Main if online[/u].
So, if WAN_Main fails, the vpn should fallback to WAN_4G. As soon, WAN_Main is back online, the vpn client reconnects with WAN_Main.
To do so, create a VPN Client as usually, but use Gateway Group [FAILOVER] as interface.