HI,
I totally agree with Jim and Dameon - installing some 3rd party software client may cause serious pain.
I also had a short look at the site of Dynatrace. I don´t think, that you´ll have that much to monitor for the firewall. Even the "Network Monitoring" part is focussed on Web Application/Containers.
The only thing i can think of, the checkpoint might be interesting are the logs, which I assume may be OK, when sent via syslog (maybe LEA is accepted too).
Even looking for "Firewall" here Community Forums | Dynatrace Answers only comes up with things like "which ports to open" and so...
Daniel