1. We're unable to find BGP IN/OUT filters. Perhaps they're called differently in FreeBSD world?
2. We located the ARP table but there seems to be no option to set static ARP. Can it be done via the console perhaps?
3. The customer is planning to use static IPs leased from us on his network what would be the correct way to forward these IPs from our network to their OPNsense router's interfaces?
Depends on your upstream connection how you get those IPs.
arp -s host macshould work