I did a bit of research on how to get PF to also handle own outgoing traffic, it works a bit like this:

Browser -> (outgoing interface) -> (PF filter rule) -> (lo interface) -> (PF translation rule) -> mitmproxy

There are some limits, the "Browser" needs to run as a different user than mitmproxy as the uid is used as a filter rule to make sure the mitmproxy traffic is also not sent back to it self.

I have a more in-depth explanation of how to do this:
http://tlbdk.github.io/mac/proxy/mitmproxy/fiddler/2016/04/14/redirect-outgoing-traffic-for-user-on-mac.html

All this could be turned into a switch for mitmproxy so it was a bit less work to setup.