I will setup gateway machine with 2 NIC: eth0 for WAN and eth1 for LAN. On gateway machine I'll install PfSense and setup Tor Proxy like for example here How to Set Up a Tor Proxy Server on pfSense. Client machine will be Windows.
Is it similar to Whonix Gateway + Workstation?
What kinds of leaks are then possible?
How to improve this setup without changing its parts?
Whonix provides a gateway and a workstation to reduce the risk of accidentally disclosing information out-of-band from the Gateway. In your setup, it appears you're just going to tunnel all traffic over the Tor network? If that's the case, you're at a heightend risk to accidentally send potentially identifying information through Tor on the same circuits that you're performing anonymous activity.
I suggest you to use IPTables on Linux box : the manual you've referred to is not so clear. You need to drop ALL UDP, but DNS-related UDP queries must be routed to your local DNS server, not Tor itself. After that - all the leaks are up to your client setup: for example, if you will enable it to access your GPS device, it will leak your location for sure, but it's not a problem of the router itself and Tor.
