Problem solved, but don't ask why or how.
I was trying tonight for yet another time. Changed the modem to router and put WAN on DHCP (wanted to know if maybe the interface was broken). This worked.
Then changed back the modem to bridge mode, configured pfSense for PPPoE on Wan and BINGO, it work all of a sudden.
I thought there might be a bug in the configuration of pfSense (the only thing i did different this time was first configuring pfSense for DHCP on WAN, saving, then back to PPPoE). So, i reinstalled pfSense completely (reflashed the CF for my WRAP board). Tried again and it worked first time with PPPoE.
To cut a long story short, i did nothing wrong in pfSense the first times, i did nothing wrong on the modem the first times, but after configuring it for the 999th time, it worked. ??? ??? ???
Nevertheless, i'm happy ;D
Many thanks to all trying to help.