Is there a way to copy a firewall policy from a managed device to the managing machine, using the dashboard? I realise that you can view the policy on any of the managed devices, but there doesn't seem to be a way of saving it once viewed.
First, check the Check Point knowledgebase. In the past, the answer was no, but there may have been a product enhancement.
There are tools / procedures for recovering a policy from a firewall and making it available for management on the Management Server. These tools were developed by various support organizations to help customers who had suffered a catastrophic loss of the Management Server and related back-ups.
The procedures are somewhat involved and can be a little tricky. Again, this information would only be available from your support organization.