Check Point supports RTSP over TCP via the TCP "rtsp" service. This service uses the "RTSP" protocol type INSPECT handler to inspect the RTSP control connection and allow the subsequent data delivery sessions, which may be TCP or UDP.
Currently, there is no INSPECT handler for RTSP over UDP.
You will need to submit an RFE with the help of Check Point local office if you would like this feature to become available in the future.
This solution has been verified for the specific scenario, described by the combination of Product, Version and Symptoms. It may not work in other scenarios.