As Kpa said, there is no daemon. The [pf purge]
you see is not a daemon, but a kernel thread.
This is a housekeeping thread for pf, where it cleans up expired states, rules, fragments, ...
It runs entirely in the kernel. The only user-space bit of pf is pfctl
.
The source code for pf lives in /usr/src/sys/netpfil/pf. These are the bits that run in the kernel. They're usually loaded as a kernel module, which would typically be installed in /boot/kernel/pf.ko.