Small update…
I have run some simulations in my XenServer setup. I have created 2 PFsense firewalls and some internal networks, to mimic my current setup. In this setup I experience the same issue. I am able to ping across the 2 PFsense firewalls just fine, however that's just about the only traffic I am ever going to get through RDP or telnet to 3389 never reaches any of the Windows hosts on either PFsense LANs.
I decided to download OPNsense to test the simulation above. The exact same network interfaces are used and the exact same network configuration in OPNsense, as above simulation, has been applied. It works! So something is different in PFsense when it comes to routing/firewall rules/something else compared to OPNsense.
I am currently doing some tests to see if OPNsense works in my home-lab and demo-lab.