@IB:
3. How I can check gateway state externally? In Zabbix agent or SNMP monitor I can check interfaces only, no gateway. Write own script (with ping, dpinger, etc) only? Or method for check pfsense gateway state exists? By log monitoring (see #2), or some command execution?
In Zabbix you could try adding a trigger for something like {pfsense:net.if.out[igb1].last()}=0 using the Template OS FreeBSD > Network Interfaces to tell if there's been no outbound traffic on an interface for a period of time. I think you need the Zabbix agent package installed for this to work, but not positive.
I have something like this monitoring both WAN interfaces and it seems to do the trick.
Bill