Is it possible to migrate Checkpoint Cluster from Availability Set to Zone Redundant in Azure
I'm not sure why you posted the same question more than once.
In general, Clustering requires members to be on the same subnet, which you won't be if gateways are deployed in different data centers.
I believe the way to achieve this would be a Virtual Machine Scale Set, but it depends entirely on your use case.
Virtual Machine Scale Sets (VMSS) for Microsoft Azure R80.10 Administration Guide
This link was edited by Check Point on 19 Dec 2021 because this book was obsoleted by: