Embora eu não possa dizer exatamente como você faria isso com o freeBSD (como eu nunca o usei seriamente), acho que você deveria passar algum tempo lendo o pf man pages, e preste atenção na seção de roteamento, especialmente estas duas seções:
route-to
The route-to option routes the packet to the specified interface
with an optional address for the next hop. When a route-to rule
creates state, only packets that pass in the same direction as the
filter rule specifies will be routed in this way. Packets passing
in the opposite direction (replies) are not affected and are routed
normally.
e
reply-to
The reply-to option is similar to route-to, but routes packets that
pass in the opposite direction (replies) to the specified inter-
face. Opposite direction is only defined in the context of a state
entry, and reply-to is useful only in rules that create state. It
can be used on systems with multiple external connections to route
all outgoing packets of a connection through the interface the
incoming connection arrived through (symmetric routing enforce-
ment).