You mean from pfSense to pfSense? Why would I loop it?
It is, at least on the hardware side, as I mentioned, same machine running Windows PE nothing else changed, it works perfectly. When I boot up TrueNAS, the link goes dark. So it is not a hardware lock, or else the WinPE would also have the same issue.
As explained above, these things involve multiple bits. If we want to ascertain where the problem lies, it is best to find a way to characterize the problem. One way to do this is to swap in different things, as you have just done with Windows PE, to see if behaviour changes. Your Windows PE test hints at this possibly being a driver-enforced lock (rather than a firmware-enforced lock).
Since it should be easy to change the OS on your TrueNAS host for testing, then, we have a few more interesting things that we can try, which provide additional insight. Loading pfSense is super-easy as it is an appliance. It is FreeBSD-based, which is something I am very familiar with, and MUCH easier for me to think about than Scale/Debian. If we were to load pfSense on it and get a link, that is very significant to me in the same way your Windows PE test is to you. Plus I understand the driver's mechanism for coping with unsupported SFP's because I have the source code. But we still have to remember that it is entirely possible that the driver itself might not be ABLE to work with the copper SFP's, so we are still moving down a road of needing to experiment with each part to characterize the problem. So we have at least two outcomes we need to explore, driver SFP vendor lock, or overall driver shortcoming where it cannot cope with the copper SFP even though the Windows PE one could.