Hello @CharlesLZ ,
I really don't see an CheckPoint issue, since you have the R1 and R2 as active-active, it means that you're using all 6 Internet connections towards internet (still we're missing the part on how those links are utilized).
Anyway, like I said, I don't see an CKP issue here, since it's sounds more like an routing issue.
SO if your enduser goes to Internet (Teams and browsing) there is a NAT happening on the CKP level - I/we assume - so the public IP from CKP is going Lan6 then SDWan R2 and exits through one of those 3 ISPs, but as you say, the RETURN traffic comes through R1 SDWan through one of those 3 ISPs and then Lan5 and then CKP and back to the enduser.
There you have the different upstream/downstream path like you say. And that would be expected if the public IPs announced to the ISPs would prefer the return traffic through some internet uplinks than others.
Now if you don't do NAT on CKP level, and NAT is done on the SDWan level, and this asynchronous routing is still happening, half of mu above statement still remains and that is WRONG set-up on SDWan and ISP side.
You still didn't answer what happens if you drop on purpose the Lan6 and stick with Lan5 so traffic is routed through R1.....
Also you didn't told us if when issues are seen, if the OSPF is flapping or not, of if all is normal, routes are stable since hours/days, but you have this different upstream/downstream issue, then it's most likely that your return traffic is prefering an ISP from R1 box than the IPS from R2 box through where it got out to Internet.
How I see it, is that you need to tell up to where are the Public IP's and where are private IPs so we know how NAT is happening, and also I would really not prefer in OSPF an path more than the other.... Not sure why would you do that since your intention is to use all 6 Internet connections in same way - or almost in same percentage.
Without CKP, if you set a client on the same HSRP network and tell it to address the HSRP as GW, how is that client/traffic performing ? This would show if you have a problem at SDWan level and you're looking WRONG at CKP level.