Hi Shay,
We have a SMS in R80.30 ver. and we have the same issue with the audit logs. We see that audit logs are sending to the ArcSight SIEM (using tcpdump) but the information that we saw in the SIEM about audit logs is poor. I mean, We didn't have these problems in a R77.30 ver.
With the information that is displayed in SIEM about audit logs, it's not possible to see what changes were made in SMS or if there was a policy installation or an object creation, etc.
I don't know if the cp_log_export function restricts information or there is some incompatibility with ArcSight Siem about audit logs.
Regards,