I personally haven’t set up my OPNsense as a client to an external VPN service such as PIA, but it is certainly on my todo list to write about. There is enough interest in the topic, and I would want to see what I could learn along the way that I could share with others.
That said, I think that you may need to do that 3rd step in the pfSense documentation to add the outbound NAT rule. That is similar to how you need the outbound rule for running your own OpenVPN server so communication can occur between your network and your clients.
You will have to set your interfaces to use the VPN as the gateway so you can have some networks on the VPN and some that are not if you so desire.
I haven’t gone through the entire process yet but I think that may be the general idea. I hope tot dig into it more when I get some time to work on it.
Thanks for posting this on the forum! I am hoping others with more knowledge in areas I haven’t explored deeply will chime in with more information. It is why I established a forum rather than just rely on page comments (since it’s harder to work through issues).
If the amount of feedback continues to grow in the future, it could get to the point where it will be too time consuming to respond to every single question. I get questions via email, Disqus comments, and the occasional forum post.