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Whilst it has been a while since this post has received any update, using the link @PhoneBoy  provided I was able to successfully set up monitoring for BGP state via a custom SNMP OID. 

At a high level 

Stopped the SNMP agent 

Created a small shell script that basically ran a clish command and grep'd out my desired information, similar to below

echo ''
clish -c "show bgp peers" | egrep -o 'Established|OpenConfirm|OpenSent|Active|Connect|Idle'
echo ''

then I added this as an SNMP extend line to "/etc/snmp/userDefinedSettings.conf", similar to below

extend BGP_Status /bin/sh /var/log/my_script/BGP_Status.sh

restarted the SNMP agent. 

tested using the SNMP walk command (you need to have 127.0.0.1 under agent interfaces in order to use localhost)

snmpwalk -t 10 -v 2c -c netw0rks localhost NET-SNMP-AGENT-MIB::nsExtensions

from here i used the translate command 

snmptranslate -On NET-SNMP-EXTEND-MIB::nsExtendOutLine.\"BGP_Status\"

The value you get back should allow you to monitor via SNMP 

I hope it helps someone to get started at least, it is not the prettiest way to get the state and it wouldn't really work for multiple neighbours but for my scenario, it worked.