Dans mon cas, j'ai donc un soucis avec IGMP !  


Concernant le pare-feu, tout est ouvert en sortie. 
Dans les logs, je vois bien le décodeur TV à destination de 
239.255.255.250:1900 UDP
239.255.255.250 IGMP
Le Décodeur TV reçoit une IP + option (DNS d'Orange) du serveur DHCP du pfSense.
Edit : 
J'ai capturé les trames du VLAN840.
Frame 1: 64 bytes on wire (512 bits), 64 bytes captured (512 bits)
    Encapsulation type: Ethernet (1)
    Arrival Time: Nov 28, 2016 11:08:21.618318000 Paris, Madrid
    [Time shift for this packet: 0.000000000 seconds]
    Epoch Time: 1480327701.618318000 seconds
    [Time delta from previous captured frame: 0.000000000 seconds]
    [Time delta from previous displayed frame: 0.000000000 seconds]
    [Time since reference or first frame: 0.000000000 seconds]
    Frame Number: 1
    Frame Length: 64 bytes (512 bits)
    Capture Length: 64 bytes (512 bits)
    [Frame is marked: False]
    [Frame is ignored: False]
    [Protocols in frame: eth:ethertype:ip:igmp:igmp]
    [Coloring Rule Name: Checksum Errors]
    [Coloring Rule String [truncated]: eth.fcs.status=="Bad" || ip.checksum.status=="Bad" || tcp.checksum.status=="Bad" || udp.checksum.status=="Bad" || sctp.checksum.status=="Bad" || mstp.checksum.status=="Bad" || cdp.checksum.status=="Bad" ||]
Ethernet II, Src: ThomsonT_63:ff:00 (00:90:d0:63:ff:00), Dst: IPv4mcast_01 (01:00:5e:00:00:01)
    Destination: IPv4mcast_01 (01:00:5e:00:00:01)
        Address: IPv4mcast_01 (01:00:5e:00:00:01)
        .... ..0. .... .... .... .... = LG bit: Globally unique address (factory default)
        .... ...1 .... .... .... .... = IG bit: Group address (multicast/broadcast)
    Source: ThomsonT_63:ff:00 (00:90:d0:63:ff:00)
        Address: ThomsonT_63:ff:00 (00:90:d0:63:ff:00)
        .... ..0. .... .... .... .... = LG bit: Globally unique address (factory default)
        .... ...0 .... .... .... .... = IG bit: Individual address (unicast)
    Type: IPv4 (0x0800)
    Padding: 0000000000000000000000000000
    Frame check sequence: 0x00000000 [incorrect, should be 0xbdd08c9d]
        [Expert Info (Error/Checksum): Bad checksum [should be 0xbdd08c9d]]
            [Bad checksum [should be 0xbdd08c9d]]
            [Severity level: Error]
            [Group: Checksum]
    [FCS Status: Bad]
Internet Protocol Version 4, Src: 172.28.123.102, Dst: 224.0.0.1
Internet Group Management Protocol
    [IGMP Version: 2]
    Type: Membership Query (0x11)
    Max Resp Time: 10.0 sec (0x64)
    Checksum: 0xee9b [correct]
    [Checksum Status: Good]
    Multicast Address: 0.0.0.0