[J65nko]

Because ftp-proxy creates pf rules "on the fy", or dynamically you cannot have pf log the way you tried

A very simple way to do this logging is using the -v or -vv flag. From the ftp-proxy man page:

-v      Set the 'log' flag on pf rules committed by ftp-proxy.  Use twice
             to set the 'log-all' flag.  The pf rules do not log by default.

Another way to log is to use the -D flag

     -D level
             Debug level, ranging from 0 to 7.  Higher is more verbose.  The
             default is 5.  (These levels correspond to the syslog(3) levels.)

IIRC this will log to "/var/log/daemon".