Great question — answering as the UphillTech team:
This seemed to get me closer, but the problem then became that since the proxy connection is originated from the router, the policy routing rules are ignored since pfSense+ does not consult policy routing rules for traffic that is originated from the router. This seems like it can be used to an advantage – you can use policy routing rules to access the non-default modem directly, while HAProxy will be used for accessing the default one. I could not download the latest pfSense CE as it now requires an account (and an "installer" that you have to add to cart and purchase for $0, for whatever reason), so I installed an older version. It's somewhat surprising that the NAT rules don't allow...
Full answer by grawity: https://superuser.stackexchange.com/a/1926303 (CC BY-SA 4.0).
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