Then I can only assume you didn't reboot pfsense. That's pretty much necessary to get the full sequence. Otherwise, you only get renewals.
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yeah you need to create your key ;)
Simple google for bind dynamic dns should get you going.
Have not done it in years... But guess I could fire bind in pfsense and do a walk through... Pretty busy with getting back to work from holiday so not sure be able to get to until later.