I will try to answer your questions:
1. How do I set the ZoneDirector 1100 for my users still do authentication on the captive portal of pfSense?
Never used PFsense, I am not sure whether this will work perfectly or not however still give it a shot and let us know the outcome. You can use hotspot WLAN where you can redirect ur unauthenticated users to PFsense webpage for auth. Take a look at below screenshot:
2. I can use the ZoneFlex R300 directly on my network without using the ZoneDirector? Yes. You can use R300 as standalone AP without ZD.
Hope this helps.