I have not setup LAGG on pfsense yet so I can't really comment on that, though I believe it is what you will want to do on both the WAN and LAN/DMZ sides. For the WAN links, I would have them on switches like you have it diagramed. This allows either server to have access to both links. Do you have at least 3 distinct IP addresses on EACH circuit? You will need that for carp redundancy (if you have your own IPs and are using BGP or something to announce them over the links then you would just need the one set of 3, otherwise you need two sets of 3, one for each).