I'm confused too

I don't understand the double router bit. Also I don't think you need VLANs if your LAN and DMZ are different segments anyway. I'm assuming you have 3+ NICs in total on the opnsense box (you are - missed that bit). So...
modem (bridge) goes to opnsense WAN
opnsense LAN interface goes to your LAN switch
opnsense DMZ interface goes to your DMZ machine
Wifi is just in AP mode on LAN segment.
So you run two separate DHCP ranges - one on each of the LAN and DMZ interfaces. Then just route what you want between DMZ and LAN on opnsense