i have it running this way for many years now.. first pfsense and then opnsense
2 physical ports would be needed for your 2 X wan
the 3rd port goes to your physical lan switch.
All VMs (including opnsense) will be linked to this 3rd (primary) port over a virtual bridge (think of promox primary port as connected to a physical switch with all the VMs / containers on proxmox conected to it) and this 3rd port then hooks up physically to the rest of your LAN