So your firewall is VM without only 1 actual physical interface? And I will ask again, are your behind an actual real router as well?? I assume that if your internet interface is seeing private IPs?
And I think your a little fuzzy on the proper use of the term DMZ as well, where is your LAN? Kind of hard to have a DMZ to isolate your services your exposing to the internet from your local network, without the actual local network ;)
So this VM host, how many interfaces does it have? Can you draw out your network for me, and exactly what are you trying to do with pfsense on a VM that is not really exposed to the public internet, and has not LAN?