I got that to work by using a PAC file.
I have enabled SQUID in my pfsense.
So, basically, when my browser calls for netflix, the PAC file send it to the proxy, thus using my WAN IP, which is default gateway of Pfsense.
Everything else goes direct, through the VPN.
I had to make a policy rule, without enabling any of advanced options, so my PC can speak with the proxy on port 3128.
After that, I`ve made another policy rule, setting in the advanced options, source MY LAN, destination ANY, gateway VPN gateway.
So, by doing like this, I could route based on the domain name.