You should be able to do in-place upgrades from R80.30 to R81 on a multi-domain management server. The same goes for the gateways themselves. You can use the standard cpuse package or blink packages for the upgrade.
Do you know if your MDS server already has the new XFS filesystem in place? For management installations, this was introduced along with 3.10 kernel with R80.20 but it requires a clean installation / advanced upgrade. If you came from pre-R80.20 and did an in-place upgrade to R80.30 you won't have the XFS filesystem and especially on a multi-domain management server, it's recommended to get the new filesystem which means that if you don't have it currently you should consider an advanced upgrade as opposed to an in-place upgrade.
You can verify this via console/SSH in expert mode with one of these commands:
df -hT
cat /etc/fstab
It should show if you have ext3 or xfs filesystem.
The same goes for the firewalls. 3.10 kernel for gateways was introduced with R80.40, along with XFS filesystem. In order for you to have it on the gateways you will need to make a backup of their gaia configuration, do a full clean installation via USB/ISO and import the gaia config. But the XFS filesystem isn't that important on the gateways.
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