No idea if someone realized it, just for the archives:
With FreeBSD 11.2 (OPNsense 19.1) there's now mlx4en support included, which means finally the ConnectX-3 adapter get recognized by the system when setting this in /boot/loader.conf.local:
mlx4en_load="YES"
Oh nice! Thanks for the info!
I did a small write-up for firmware management:
https://www.routerperformance.net/opnsense/mellanox-connecx-management-in-opnsense/