Thanks for your response.
I had removed Squid, Squidguard and PF BlockerNG, trying to get back to a generic configuration without any major packages installed but couldn't get the Apple TV to work. I reinstalled Squid thinking I could get back to where it worked but it wouldn't work.
I have since removed Squid and power cycled the Apple TV and now it works on my pfSense with no major packages installed. If you google the issue, everyone says you need a VPN for it to work but I didn't want to do that.