Most L3 routers (not L2 switches) will refuse to cache a multicast MAC address received in an ARP reply so you will probably need to hardcode this on all L3 devices surrounding the gateway.
For your L2 switches, not all switches will handle multicast MAC addresses correctly, and will not consistently forward traffic bound for a multicast MAC to all the proper ports. Once again, hardcoding the multicast MACs at the switch level may be required. To summarize:
MULTICAST MACs = HARDCODING PAIN & SUFFERING
When taking your tcpdumps, make sure to include the -e option so you can see the Layer 2 MAC addresses.
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