I'm seeing this on a number of my firewalls connecting to the SMP as well recently. Has anyone got any info on this problem? I've checked every permission I can think of that would be blocking the firewall

This log message has nothing to do with firewall permissions, it only indicates that the gateway is not set up correctly to be able to connect to the management.
Please review the log message carefully. If the "client" field in the log is empty, you can ignore these logs as they are always created when a gateway connects to the management.
If the "client" field is not empty, I would recommend to sure you are trying to register with the correct gateway name.
This error message is usually caused by trying to connect a gateway that is not defined in the management.