Hi,
There's an option in pfsense when you want to create a new gateway called Use non-local gateway through interface specific route which let's you use an IP address that you don't have in your network. I can't find it in opnsense!
Is it available in opnsense?
System: Gateways: Single
Maybe you search for the option called "Far Gateway"?
The info button says
QuoteThis will allow the gateway to exist outside of the interface subnet.
Sounds like what you searched for.