Some missing details on your posting, so let me tell you how we're set-up. Maybe it will give you ideas.
In our DC's we have also two internet sources, and those routers have a BGP with the ISP and in between them.
On the LAN side of the Internet routers, we have an HSRP, and the CheckPoint GWs are in that Public range.
Routing respects the path that the externals reached to us, so nothing needs to be done on CheckPoint side.
So if I have to transpose that to your case, I would say that you might be getting through if you fix the routing between the two Internet boxes .