We Need to Create new alert for Email Notification for “Failover on External Checkpoint Firewall” (15400) in SolarWinds
You can do it easily with uNDP, simply pool for checkpoint HaStatus of your external firewall, then create an alert for custom poller where it will trigger if the HaStatus changed from active in your primary firewall.
you can find more information here :
https://support.solarwinds.com/SuccessCenter/s/article/Create-a-Universal-Device-Poller-UnDP?language=en_US
The suggestion from @chenash is right, but the trick you will need is to find the right OID for the UnDP. I'd start with an SNMPwalk of your device and see if this OID: .1.3.6.1.4.1.2620.1.5.6 has any results that will be of relevance top you.
You could also make alert base of syslog or snmp trap sound like event that CP will OOB send notification ..