While we support being configured as an (explicit) HTTP/HTTPS proxy, it's not a configuration we generally recommend.
Performance characteristics of proxy mode are substantially different and recommend you work with your Check Point SE to ensure your gateways are appropriately sized for such a configuration.
To answer your specific question, it entirely depends on how the SSH traffic is being tunneled as to whether it will be detected or not.
It also depends on whether you've enabled IPS and have the SSH over Non-Standard Port signature enabled (how such behavior is typically detected).