Check Point's ISP Redundancy assumes both connections will be solely used for Internet traffic.
What you describe sounds different, unless your goal is to use the Internet connections at these various datacenters reachable over MPLS as a backup.
In general, you are probably going to need dynamic routing to achieve this.
Equal cost multipath (ECMP) can be used to "load share" over the MPLS links, but you will have to have routers set up at the other end of the MPLS with the desired routing protocol (either BGP or OSPF depending on preference).
In terms of choosing whether to use the local Internet the MPLS link, I believe you can do this with route priorities (static routes usually have higher priority).
There are likely some limitations with this setup, namely connections will likely break when a failover occurs.
There may be others I'm not thinking of right now.
I recommend working with your Check Point SE offline to fully define the desired traffic flows, requirements, and limitations of your environment.
Based on that, we can come up with a workable solution.