From the Admin Guide
By default, the template you deploy creates an External Load Balancer, with the name frontend-lb, which faces the Internet.
The External Load Balancer sends health probes to TCP port 8117 to determine the health of the CloudGuard IaaS Security Gateways.
Under Notes then
Do not change the health probe port.
Your HealthProbe Port is on 8081 not the defaut one of 8117. So your Health Probe is wrong. Is not like a regular load balancer where need to check against the service port.
In this case there is a Single Health Probe on port 8117 that is used for ALL of the FrontEnd IP that you configure no matter what port want to send the traffic on.
For every IP then send to the same IP ie the two Cluster Members but ONLY the Active Box in the Cluster will respond
sk110194 is unfortunately a bit out of date and you need to refer to
https://sc1.checkpoint.com/documents/IaaS/WebAdminGuides/EN/CP_CloudGuard_IaaS_HighAvailability_for_...
Also Step 8 in the Guide is creating the Dynamic Object named LocalGatewayExternal
This is used instead of defining hosts that represent the External Private Interface IP addresses