Where is the future ExpressRoute coming from OnPrem terminating?
Hopefully, it will be terminating on the 10.111.0.0/24 VNET. Otherwise, you might be painting yourself into a corner.
If that is the plan, then the peering between the CloudGuard VNET and the 10.111.0.0/24 VNET must be configured so that the CloudGuard VNET can use the Remote Gateways in 10.111.0.0/24.
If that is indeed the plan, all you need to do is:
Peer the CloudGuard HA members with the ARS in 10.111.0.0/24 using the eth0 interface for each member (DO NOT USE THE VIP and DO NOT USE eth1. The only interface in our HA clusters that talks BGP by default is eth0).
Enable Branch to Branch on the Route Server.
Make sure that both members on the CloudGuard cluster have a default route defined on your internal static routes table.
Create static route tables pointing to the ARS IPs (10.111.0.91/32 and 10.111.0.92/32) and make the next hop the first IP of the FRONTEND subnet.
Since we are peering to eth0, we want the BGP reply to go out of eth0.
Make sure your rule base allows BGP traffic (TCP 179) between the ARS and the Cluster members
Sample Clish BGP Configuration:
set as 65100 <— Pick an unused AS number for the Check Points to use (65100 is an example)
set router id 10.111.16.7 <- For an HA cluster the router ID is always the cluster VIP
set bgp external remote-as 65515 peer 10.111.0.91 on
set bgp external remote-as 65515 peer 10.111.0.91 multihop on
set bgp external remote-as 65515 peer 10.111.0.92 on
set bgp external remote-as 65515 peer 10.111.0.92 multihop on
set routemap bgp_export2ARS id 18 on
set routemap bgp_export2ARS id 18 allow
set routemap bgp_export2ARS id 18 match protocol static
set routemap bgp_export2ARS id 18 match network 0.0.0.0/0 exact
set routemap bgp_export2ARS id 18 action nexthop ip 10.111.18.250
set bgp external remote-as 65515 peer 10.111.0.91 export-routemap bgp_export2ARS preference 3 on
set bgp external remote-as 65515 peer 10.111.0.92 export-routemap bgp_export2ARS preference 3 on
set routemap bgp_importARS id 19 on
set routemap bgp_importARS id 19 allow
set routemap bgp_importARS id 19 match neighbor 10.111.0.91 on
set routemap bgp_importARS id 19 match neighbor 10.111.0.92 on
set routemap bgp_importARS id 19 match protocol bgp
set routemap bgp_importARS id 19 action nexthop ip 10.111.18.37 <— The next hop is whatever the first IP of the CloudGuard backend subnet is
set bgp external remote-as 65515 import-routemap bgp_importARS preference 2 on