Indeed you have to work with link selection and ISP redundancy.
You can try first without ISP redundancy.
Do NOT use the link selection settings on the Interoperable Device itself, this will not work.
Final check if you send traffic from ISP-A the firewall uses public from ISP-A. And if it uses ISP-B it uses IP from ISP-B.
This can been checked with packet capture for example. Some vendor do not care with what IKE-ID you come but some will let the tunnel fail. This is listed in: https://support.checkpoint.com/results/sk/sk44978
EDIT; check packet capture for outgoing IP and VPN debug for IKEID
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