My solution: Both
Opnsense should support HA. If you're using a vlan-capable switch, you can plug your ISP device into the switch and connext it to just these two machines.
By having a physical device, you get the stability advantages of a dedicated device. You can also test upgrades on the virtual router and roll back to the physical if needed. When something eventually goes wrong with the physical device (all hardware fails eventually), you fail over to the proxmox instance until you replace it and don't have to rebuild the config from scratch.