OK, A few more tests done. It seems it is the multicast being blocked. 
If I use carppeer then it starts to 
work and I can see packets on the vlan interface with tcpdump.

So here is my ifconfig setup:

# ifconfig -a
lo0: flags=8049<UP,LOOPBACK,RUNNING,MULTICAST> mtu 33152
        priority: 0
        groups: lo
        inet6 ::1 prefixlen 128
        inet6 fe80::1%lo0 prefixlen 64 scopeid 0x2
        inet 127.0.0.1 netmask 0xff000000
enc0: flags=0<>
        priority: 0
        groups: enc
        status: active
bnx0:
flags=8b43<UP,BROADCAST,RUNNING,PROMISC,ALLMULTI,SIMPLEX,MULTICAST>
mtu 1500
        lladdr 00:10:18:d2:d3:ec
        priority: 0
        media: Ethernet autoselect (1000baseT full-duplex)
        status: active
        inet6 fe80::210:18ff:fed2:d3ec%bnx0 prefixlen 64 scopeid 0x3
bnx1: flags=8843<UP,BROADCAST,RUNNING,SIMPLEX,MULTICAST> mtu 1500
        lladdr 00:10:18:d2:d3:ee
        priority: 0
        media: Ethernet autoselect (1000baseT full-duplex)
        status: active
        inet6 fe80::210:18ff:fed2:d3ee%bnx1 prefixlen 64 scopeid 0x4
bnx2: flags=8843<UP,BROADCAST,RUNNING,SIMPLEX,MULTICAST> mtu 1500
        lladdr d0:67:e5:f4:0f:40
        priority: 0
        media: Ethernet autoselect (1000baseT full-duplex)
        status: active
        inet6 fe80::d267:e5ff:fef4:f40%bnx2 prefixlen 64 scopeid 0x5
bnx3: flags=8802<BROADCAST,SIMPLEX,MULTICAST> mtu 1500
        lladdr d0:67:e5:f4:0f:41
        priority: 0
        media: Ethernet autoselect (none)
        status: no carrier
vlan1: flags=0<> mtu 1500
        lladdr 00:00:00:00:00:00
        priority: 0
        groups: vlan
vlan101: flags=8843<UP,BROADCAST,RUNNING,SIMPLEX,MULTICAST> mtu 1500
        lladdr d0:67:e5:f4:0f:40
        description: Netsight office
        priority: 0
        vlan: 101 priority: 0 parent interface: bnx2
        groups: vlan egress
        status: active
        inet6 fe80::d267:e5ff:fef4:f40%vlan101 prefixlen 64 scopeid
        0x8
        inet 192.168.87.22 netmask 0xffffff00 broadcast 192.168.87.255
vlan119: flags=8943<UP,BROADCAST,RUNNING,PROMISC,SIMPLEX,MULTICAST>
mtu 1500
        lladdr 00:10:18:d2:d3:ec
        description: Scottles Server
        priority: 0
        vlan: 119 priority: 0 parent interface: bnx0
        groups: vlan
        status: active
        inet6 fe80::210:18ff:fed2:d3ec%vlan119 prefixlen 64 scopeid
        0xa
        inet 213.133.66.65 netmask 0xfffffff8 broadcast 213.133.66.71
pflog0: flags=141<UP,RUNNING,PROMISC> mtu 33152
        priority: 0
        groups: pflog
carp119: flags=8843<UP,BROADCAST,RUNNING,SIMPLEX,MULTICAST> mtu 1500
        lladdr 00:00:5e:00:01:77
        priority: 0
        carp: MASTER carpdev vlan119 vhid 119 advbase 1 advskew 10
        groups: carp
        status: master
        inet 213.133.66.67 netmask 0xfffffff8 broadcast 213.133.66.71
        inet6 fe80::200:5eff:fe00:177%carp119 prefixlen 64 scopeid 0xc

If I try a tcpdump with the above (multicast carp) I get nothing

yet if I set the carppeer it then works:

# ifconfig carp119 carppeer 213.133.66.66 
# tcpdump -v -ni vlan119                  
tcpdump: listening on vlan119, link-type EN10MB
tcpdump: WARNING: compensating for unaligned libpcap packets
15:10:37.504188 carp 213.133.66.65 > 213.133.66.66: CARPv2-advertise 36:
 vhid=119 advbase=1 advskew=10 demote=0 (DF) [tos 0x10]
 (ttl 255, id 55125, len 56)
15:10:38.554236 carp 213.133.66.65 > 213.133.66.66: CARPv2-advertise 36: 
vhid=119 advbase=1 advskew=10 demote=0 (DF) [tos 0x10]
 (ttl 255, id 23222, len 56)
15:10:39.604283 carp 213.133.66.65 > 213.133.66.66: CARPv2-advertise 36: 
vhid=119 advbase=1 advskew=10 demote=0 (DF) [tos 0x10]
 (ttl 255, id 45911, len 56)
15:10:40.654331 carp 213.133.66.65 > 213.133.66.66: CARPv2-advertise 36: 
vhid=119 advbase=1 advskew=10 demote=0 (DF) [tos 0x10]
 (ttl 255, id 38039, len 56)
15:10:41.704379 carp 213.133.66.65 > 213.133.66.66: CARPv2-advertise 36: 
vhid=119 advbase=1 advskew=10 demote=0 (DF) [tos 0x10]
 (ttl 255, id 59255, len 56)
^C
6 packets received by filter
0 packets dropped by kernel

If I set the carppeer back to being multicast then it stops working:

# ifconfig carp119 carppeer 224.0.0.18    
# tcpdump -v -ni vlan119               
tcpdump: listening on vlan119, link-type EN10MB
^C
0 packets received by filter
0 packets dropped by kernel

So it appears there is somewhere a problem with multicast packets being 
filtered out somewhere.

This is all running with pfctl -d

-Matt 

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