Did you create a custom datasource program for the prometheus output?
I have a similar case where we have a Sonatype Nexus application which has an API for metics. They serve a JSON format as well as a prometheus format, both are not supported right now bij CheckMK.
Reference:
The prometheus format seems easier since CheckMK would already know how to handle this data format by the node export functionality, except that it needs some customization to handle the data directly.