Problem with LAGG, pfSense as guest in VirtualBox

[pingulino]

One pfSense, 2 internal networks LAN & OPT1.
VBox has 4 nic:s, Adapter 2 (em1) & Adapter 4 (em3) are Host-Only, Hostnet 2.
Wihout LAGG, using either em1 or em3 for OPT1 works fine.
However, when I add em1 & em3 to lagg0 and use that for OPT1 all connection is lost.

What I do is:

1. Delete OPT1 (Interfaces->assign)
2. Add em1 & em3 to one LAGG
3. Add interface (OPT1 automatically created)
4. Enable OPT1, set ip, check firewall - rule is "allow everything everywhere".
5. Also tried with just one nic in LAGG, also tried disabling firewall (pfctl -d)
6. Tried all variants for LAGG - failover, lacp, roundrobin, loadbalance.

pfSense itself displays OPT1 -> lagg0 with correct ip.

Anybody tried this, am I doing something wrong or is it not possible to use LAGG virtualized?