I think you need to install a full-blown copy of FreeBSD 10.3 (on a VM, say) and build the plugin there, and then copy over to pfsense. Likely pf doesn't include all the necessary development libraries - just a guess, but a reasonable one. Plus which, you really don't want to have a full dev environment on your production firewall.
Your other options is to use the DuoProxy (RADIUS) and create a new auth sources within pf, and then point openvpn to that radius link as an auth source. That seemingly works pretty well (have tried it). You can have DuoProxy then pass on to FreeRadius2 for the user auth, and do the 2FA with Duo.
Could also try the pf forums, might be something in there. https://forum.pfsense.org/index.php?topic=95210.0