Just a few tips for installing on a Sophos SG135 (and perhaps others in the Sophos family?) using the serial build via usb
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Sophos device starts at 38400,n,8,1 as com settings. OPNsense switches to 115200 after bios. If you set your session to 115200 prior to OPNsense taking over, this causes PuTTY to not be able to input keyboard characters until you kill and re-open the session. Something happens in the transition on either serial interface to cause problems.
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Perform the auto detection of interfaces. For some reason I got screwed up on the interfaces and couldn't for the life of me get LAN to come up to configure the box. I believe this was twofold: one, the interfaces were all down when I configured them - and two, that caused them to go into a state to where even if 'ifconfig' showed active as I moved my cabling around, pings would not work (LAN). Once I redid the usb live and utilized the auto detection feature properly, no issues occurred.
Hope this helps someone who may run into similar issues.