@lightingman117 It feels like asking for trouble if you install unsupported packages inside pfsense... I am running pfsense as a VM under Proxmox which has worked fine for a few years now. With such a setup you can run any number of additional "packages" as separate VM's on the same machine, all booting up and working in unison.
Such a setup should work perfectly fine on a Protectly machine...
I then have AdGuard Home running as a VM and simply set all DHCP clients in pfsense so that their DNS is the AdGuard IP. AdGuard is not a DNS resolver, just a blocker/filtering service so it needs to point to a DNS service. You don't need to use pfsense resolver (unbound) but you can if you like, simply by setting the IP as the upstream DNS in AdGuard.
Then if you find it useful you can use pfBlockerNG to do additional filtering, like GeoBlocking.