If I'm understanding this correctly, you have routers between the two Check Point gateways doing an IPSec tunnel between the two sites, correct?
Generally, that's going to cause MTU issues.
What I suspect is happening is the following:
- Large packet comes through Gateway A with the Don't Fragment Bit set
- When that large packet hits the router and it tries to go through the IPsec tunnel, the packet + IPsec header will be larger than the MTU
- The router is sending back an ICMP message back saying "Fragmentation Needed" which is getting dropped at the firewall
The end result is traffic doesn't work.
You can easily confirm all of the above with tcpdump or similar.
The solution is pretty simple: configure the access policy to allow ICMP Fragmentation Needed packets from the router.