Wireshark is reporting the packets are malformed because fw monitor only captures the first 40 bytes of a packet (the snaplen) and not the whole thing, pass the -w flag to capture the entire packet and that warning will go away. So that is a red herring.
All packets in your firewall capture are appearing 4 times at all 4 capture points so they are passing through the firewall just fine. Please post the output of netstat -ni on the firewall to this thread; assuming packets are not being lost at the NIC level there it appears they are getting across the firewall just fine, and your problem lies elsewhere with an improperly defined bond or errors racking up on some interface somewhere. You need to check the network error counters on all firewall/Nexus/Zabbix/Servers in the path, I guarantee you are taking interface errors somewhere which is why packets are randomly not making it.
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