Generally it doesn’t matter what the name of your firewall is or whatever domain it is using. The only important parts for this is how you are going to configure the access to get to your webserver. If you are just going to have traffic pass through the firewall directly to the web server, then you just put the certs for the domain you purchased on there, and configure the vhost for it appropriately.
If you are going to use haproxy on the firewall (assuming that pfsense does have that as an option), then the haproxy config will need to recognise the domain that you will be redirecting through it. So whether that then means the firewall has to have that domain configured, or just the haproxy part, you would need to check that.
If you want to use the certs on your firewall for https connections to it for management, then yes the domain would matter in the firewall configuration at this point.