as I look at it this can all be done with the user interface of xcp-ng (xoa or xcp-ng center).
first create a network connected to a physical nic and use that as wan for openwrt
then create en internal network (or use another nic) and use that as lan for openwrt.
create a new vm for openwrt (import the virtual disk of openwrt) connected both networks created above.
ps what is the use of openwrt when you already have pfsense?
both are basically routers