The checkmk agent for Windows has a plugin available to get the backup status directly from veeam.
(veeam_backup_status.ps1)
If you enable this plugin in your agent config or copy the plugin to a directory where all plugins are executed, your checkmk server will get all the informations directly from veeam.
(the retry-bug that was the reason for the veeamagent-script at exchange.checkmk.com is fixed in the official plugin since November 2015 [werk #2726], so you can now use the official shipped plugin)
With the plugin you will get
- a check for each backup job (on the veeam host in checkmk) - https://checkmk.com/cms_check_veeam_jobs.html
- piggyback data that can give you details for each VM, added through piggyback data to all corresponding server VMs (same name, or defined through piggyback hostname translation) https://checkmk.com/cms_check_veeam_client.html
Should give you all data that you need.