When URL Filtering is set, what identifying data gets sent to the Check Point Online...

When URL Filtering is set, only the host part of the URL is sent to the Check Point Online Web Service for analysis. The host part is the part of the URL that identifies the web server, such as www.example.com. The Check Point Online Web Service uses this information to categorize the URL and return the appropriate action to the Security Gateway. The other options are not sent to the Check Point Online Web Service for analysis, as they may contain sensitive or irrelevant data.

References: 1: Policy Layers 2: Adding a New Log Server 3: Suspicious Activity Monitoring : [URL Filtering]