Hello,
I am not familiar with this device but the simplest option seems to be email (SMTP) to SMS like described here:
https://wiki.teltonika-networks.com/view/TRB140_Mobile_Utilities#Email_To_SMS_Forwarding
In this case you con configure Checkmk to send an email to the device and from there the SMS is triggered. There might be better ways to integrate though.
By the way, you might also use external checks (website, heartbeat) to monitor and alert in case there is an issue with the internet connection:
I hope this helps.
Thanks
Ron