This design seems to be too complicated (in my opinion, but maybe you
have a reason for it).
My idea would be to either
a) setup the firewalls with carp and build a fail-over / load balancing
design instead of this "manual" balancing
b) use Nagios, or at least the nrpe tool, and let the firewalls do the
outbound checking (and only "ask" them if the test was successful)
regards,
Robert