If the first packet of a UDP session is rejected by a rule definition from within a security policy (not including the clean up rule), nothing is sent back through the kernel. This is because UDP is a connectionless protocol that does not require an acknowledgement from the receiver. Therefore, if a UDP packet is dropped by the Firewall, the sender will not receive any feedback or notification. References: UDP Protocol

Proxy ARP is a technique that allows a device to respond to ARP requests on behalf of another IP address.
Proxy ARP is required for Manual Static NAT when the translated IP address does not belong to one of the firewall's interfaces. This is because the firewall needs to intercept the packets destined to the translated IP address and forward them to the original IP address after applying the NAT rule. Without Proxy ARP, the packets would not reach the firewall and the NAT would not work. Proxy ARP is not required for Automatic Static NAT or Automatic Hide NAT, because these types of NAT use IP addresses that belong to the firewall' s interfaces. Proxy ARP is also not required for Manual Hide NAT, because this type of NAT does not change the destination IP address of the packets, only the source IP address. References: Check Point R81 Security Management Administration Guide, page 115

AppWiki is the Check Point feature that enables application scanning and the detection. AppWiki is an easy to use tool that lets you search and filter Check Point's Web 2.0 Applications Database to find out information about internet applications, including social network widgets; filter by a category, tag, or risk level; and search for a keyword or application1. AppWiki helps you to identify and control the applications on your network, and to apply granular policies based on the application type, risk, and characteristics1. AppWiki is integrated with the Check Point Application Control Software Blade, which provides the industry's strongest application security and identity control to organizations of all sizes1.
References: 1: AppWiki | Check Point Software

Explanation
The Threat Prevention software components available on the Check Point Security Gateway are IPS, Anti-Bot, Anti-Virus, Threat Emulation and Threat Extraction. These components provide comprehensive protection against various types of cyber threats, such as network attacks, malware, ransomware, phishing, zero-day exploits, data leakage, and more. IPS is a network security component that detects and prevents malicious traffic based on signatures, behavioral patterns, and anomaly detection. Anti-Bot is a network security component that detects and blocks botnet communications and command-and-control servers.
Anti-Virus is a network security component that scans files for known viruses, worms, and trojans. Threat Emulation is a network security component that emulates files in a sandbox environment to detect unknown malware and prevent zero-day attacks. Threat Extraction is a network security component that removes malicious content from files and delivers clean files to users. References: [Check Point R81 Threat Prevention Administration Guide], page 9-10