This is what I was thinking in Proxmox:
OpnSense config (GUI @ 192.168.1.1):
--WAN--
vmbr1 (bridged to WAN# 1 physical NIC, IP: 192.168.10.2).
vmbr2 (bridged to WAN# 2 physical NIC, IP: 192.168.11.2)
--LAN--
vmbro 10 (virtual interface #1 for OpnSense LAN -> OpenWrt WAN1
vmbro 20 (virtual interface #2 for OpnSense LAN -> OpenWrt WAN2
OpenWrt config (GUI: 192.168.40.1):
WAN1: vmbr10 (static IP, 192.168.10.2)
WAN2: vmbr20 (static IP, 192.168.11.2)
--LAN--
vmbr0 (bridged with physical NIC connected to downstream dhcp router @ 192.168.100.1)
OpnSense config (GUI @ 192.168.1.1):
--WAN--
vmbr1 (bridged to WAN# 1 physical NIC, IP: 192.168.10.2).
vmbr2 (bridged to WAN# 2 physical NIC, IP: 192.168.11.2)
--LAN--
vmbro 10 (virtual interface #1 for OpnSense LAN -> OpenWrt WAN1
vmbro 20 (virtual interface #2 for OpnSense LAN -> OpenWrt WAN2
OpenWrt config (GUI: 192.168.40.1):
WAN1: vmbr10 (static IP, 192.168.10.2)
WAN2: vmbr20 (static IP, 192.168.11.2)
--LAN--
vmbr0 (bridged with physical NIC connected to downstream dhcp router @ 192.168.100.1)