Let $(R,\mathfrak m)$ be a local Gorenstein domain of dimension $2$. Let $M$ be a finitely generated $1$-dimensional module with projective dimension $1$. Then by Auslander-Buchsbaum formula,
$\mathrm{depth}(M)=2-\mathrm{pd}(M)=1=\dim M$. Hence, $M$ is a Cohen-Macaulay module.
My question is:
Must it be true that $M_{\mathfrak p}$ is not free for some prime ideal $\mathfrak p\ne \mathfrak m$ ?