OK so what Check Point Blades are you running or is this just the ISP Router that using.
Would expect that Anti-Virus/Anti-Bot/Threat Emulation would be able to block this if running them.
Use HTTPS Inspection to ensure that sites using HTTPS are inspected as well.
If just the Base Firewall/VPN then Check Point won't stop this sort of thing.
I use OpenDNS and there offering based on Cisco Umbrella at Home which is free, though they do offer a commercial version as well. That blocks quite nicely a lot of redirection I find.