I haven't loaded pfSense on a Sophos XG85w rev1, but I did load it fairly easily on a Sophos XG310 rev1. You'll need to buy a USB to Serial adapter and then a Cisco serial cable (package deal here at Amazon) or they have console cables that are direct to USB. Then you can console in via Putty or another terminal software. It should boot from USB if you put the pfSense image on correctly. If you have any problems, let me know
This may be a stupid question, but why are you even doing this mess? Why not simply use one of these.