Editing the /System/Library/LaunchDaemons/com.apple.pfctl.plist file

Solution 1:

Some paths and applications in El Capitan are protected by System Integrity Protection. Even root can't modify the files. You first have to disable SIP before editing or modifying them.

1. Reboot your Mac to Recovery Mode by restarting your computer and holding down CommandR until the Apple logo appears on your screen.
2. Click Utilities -> Terminal.
3. In the Terminal window, enter in csrutil disable and press Enter.
4. Restart your Mac
5. Modify the file(s)
6. Reboot your Mac to Recovery Mode by restarting your computer and holding down CommandR until the Apple logo appears on your screen.
7. Click Utilities -> Terminal.
8. In the Terminal window, enter in csrutil enable and press Enter.
9. Restart your Mac

Solution 2:

If you are trying to enable PF at startup, you can also try the following*.

In System Preferences / Security & Privacy / Firewall Options..., check "Enable stealth mode" and turn on Firewall.

Somehow this enables PF. You can check by running sudo pfctl -s info.

*Tested on High Sierra and Mojave