I'm interested in getting this set up in a similar way too. I have a brand new server that I got just for experimenting with 2.0. I have a couple of small 1.9 clusters running already, so I have some familiarity with Proxmox.
My new box has 3 NICs available. My intention with the new box was to create multiple "private" zones (VLANs), each zone separated by its own pfSense KVM firewall. The first NIC would be for WAN connectivity, the second one for VLANs and the third NIC for Proxmox management.
From reading the forums I think this type of setup, or something similar, is a fairly common request. However, it can be a bit tricky to get set up correctly and it appears that there is no end-to-end article for it. There are tons of tidbits here and there, but nothing comprehensive. So, if anyone wants to collaborate on a step-by-step "how-to" article, which can later be published on the Proxmox wiki, let me know and we can maybe get it going.