I think i know what the problem is.
Your Checkpoint is not recognized by the check in the correct way.
With your manual discovery with “cmk --checks=plugin_name -vII HOST” you said - try to discover these checks also if the discovery function don’t match.
The “cmk -II HOST” without a plugin name does a discovery only for services who match the discovery function.
For your device you can have a look at the SNMP output of OID .1.3.6.1.2.1.1.1.0 and .1.3.6.1.4.1.2620.1.1.21.0
In the first OID the checks expect something like IPSO or Linux and cpx in the string.
The second OID must start with “firewall”
If you can post the content of the two OIDs it would be possible to modify the check in a way that it also discovers your device.