You are going to need R80.40 for more then 2 Gateways in High Availability.
The new Active-Active Mode that allows to run on different IP for each location apparently is limited to 1 Member per location, so don't believe is going to work for you.
In terms of spanning the VLANs then
A) need a Layer 2 connectivity from a provider between the two locations, which will allow the spanning of the VLAN.
B) Possibly use Network Equipment to do this yourself but configuration going to be vendor specific.
Neither of these involves any configuration on the Check Point side.
Check Point installation no different to other ClusterXL installations, during the wizard simply repeat for all Cluster Members based on what is in the Installation Guide for R80.40