Finally I got it working. Hopefully the answer will help others. I had to add public IP x.x.x.22 to Plesk VM. The VM will then have 2 IP addresses - 1 internal LAN IP 10.1.1.2 and the external IP x.x.x.22. Gateway was set to 10.1.1.1, which is an IP of OPT1 interface on pfSense.