Depends on how much effort you want to invest here 🙂
You could do reverse engineering of Check Points pdpd->pepd connection (tcp/15105) and create your own pepd implementation (only the identity receiving part) which would get identity updates pushed from all your pdpds. Good hints to get this working would be sk65404 (how to get the foreign SIC trust working, how to create foreign pepd object in your database) and sk149255 (switch from smart_pull to push for your pepd object).
Will you get support from Check Point for such an architecture? I guess not 🙂
Maybe you could also leverage the more modern identity sharing solution from Check Point "Identity Broker" for that, I did not take a deeper look at it yet.
Any other ideas from the community (or CP staff) for the scenario of identity sharing with pushing identities from Check Point to 3rd party?