I'm experiencing the same config and difficulties. Two PFsense (2.4.5p1) with CARP and two ISPs.
Have to annonce a network, with the "set nexthop" to external CARP IP.
But is it correct with openbgp to have the same network announced twice but with a different set nexthop ?
Eg (with RFC 1918 addresses) :
10.10.10.0/24 set nexthop 192.168.1.1
10.10.10.0/24 set nexthop 172.16.1.1
(or here https://forum.netgate.com/topic/51849/openbgp-with-carp-nexthop-carp-ip-carp )
Or will openbgp drop the second network announce ?