Selfhosted

Yes it does run, but BSD-based VMs running on Linux have their details as usual. This might be what you're looking for: https://discuss.linuxcontainers.org/t/run-freebsd-13-1-opnsense-22-7-pfsense-2-7-0-and-newer-under-lxd-vm/15799

Since you want to run a firewall/router you can ignore LXD's networking configuration and use your opnsense to assign addresses and whatnot to your other containers. You can created whatever bridges / vlan-based interface on your base system and them assign them to profiles/containers/VMs. For eg. create a cbr0 network bridge using systemd-network and then run lxc profile device add default eth0 nic nictype=bridged parent=cbr0 name=eth0 this will use cbr0 as the default bridge for all machines and LXD won't provide any addressing or touch the network, it will just create an eth0 interface on those machines attached to the bridge. Then your opnsense can be on the same bridge and do DHCP, routing etc. Obviously you can passthrough entire PCI devices to VMs and containers if required as well.

When you're searching around for help, instead of "Incus" you can search for "LXD" as it tend to give you better results. Not sure if you're aware but LXD was the original project run by Canonical, recently it was forked into Incus (and maintained by the same people who created LXD at Canonical) to keep the project open under the Linux Containers initiative.