I am sorry, but I am not quite sure I am following here. The information requested is in the picture I created and attached. Or am I missing something?
Where I am testing from is usually from my cell phone (which I can confirm it worked before I switched to pfsense); but I have also tried from my employer's wifi (also used to work; fiber) and from my parent's cable modem connection. Also used to work.
I missed the pfsense version in the picture but the other information is not there.
You mention in your first post-
I have the exact same problem in m0n0wall.
I can tell you that I RDP all over the place into multiple systems that have a pfSense box out front as do many others here so even if something sounds the least bit remote its important to mention. There is obviously a problem with your config or equipment.
What is the model number of the modem you are using?
What kind of internet connection is this? Im assuming DSL due to the PPPoe connection but other connection types also use PPPoe.
Did you go from router to bridge in your modem when you tried to add the firewall?
On your incoming firewall rule for RDP set it to log. (check box) and watch to see if your attempts show up.