UDM-SE arrived today but its also being returned, as its suffering from the PPPoE single thread issue. No matter what settings you use, DPI on/off, IDS/IPS on off etc... It just doesn't go above 750/800Mb for me. I've also tested a number of firmware versions and it make zero difference for me.
However, I plug my UDM-Pro back in and it maxs out the connection straight away which makes zero sence as its running the same hardware.
So i am going back to my original plan of ordering a NetGate 6100, unless any one can recomend a SuperMicro solution that's in a 1U form factor and can do 10Gb. I've been testing pfSense in my lab and it also have zero issues maxing out the connection.