Hi — this is doable, but you’ll need to treat one interface as WAN and the other as LAN (or “direct”) and have OPNsense route between them (i.e. don’t bridge both blindly).
Give each interface its own bridge (vmbrX) on the Proxmox host, map them into the OPNsense VM, and ensure IP forwarding + firewall rules inside OPNsense.
Remove any conflicting default route or gateway from the PVE host so it doesn’t override OPNsense’s routing.
If you only have one physical link, carry both networks via VLAN tagging, and let OPNsense do the VLAN demux.
Also check PVE firewall / sysctl settings (net.ipv4.ip_forward, etc.) to make sure nothing is blocked.
Hope this will help you kick start.