@stephenw10 @nimrod
Thanks for the advice guys. I have been so busy but managed to get free to look into this. I nuked my pFsense and this time I set a keep alive 25 seconds on the peer, now I get handshakes.
I followed every step in the Mullvad guide, looks like I've got a Mullvad IP assigned and no DNS leaks so I guess it worked.
Only issue I noticed is that if I reboot my Protectli, there is still a handshake between the peer and tunnel but I can't get internet access. I had to nuke my install again and follow the guide again for Mullvad wireguard to work.