Apart from what Guenther gave, also check below.
https://support.checkpoint.com/results/sk/sk38848
Personally, I would try this old school trick to try make it work, never let me down. Create new CP host (actual host that lets you enable blades, NOT regular host), ONLY enable logging and save it, no need to push policy yet, then go to logging tab of the fw, add that host there, push policy, test.
If it works, delete new host from log tab of the fw, make sure its set to send to regular mgmt, push policy. New cp host can stay there, as it would be pretty much useless at that point, since it would not be used for anything and you could not even install database to it either.
Let us know if that works.
Best,
Andy