Hi ktstyle,
The mgmt port does not support Auto Last Hop because the mgmt port is controlled by the Linux kernel, and not the Traffic Management Microkernel (TMM), which essentially manages all of the switch interfaces. Also, the Linux kernel typically uses a separate default gateway than TMM and thus maintains a separate routing table for this purpose, aka "Management Routes". It is possible to use the "arp" command to create static ARP entries for the Linux kernel, and it is also possible to edit the kernel's routing table if for some reason ClusterXL VMAC is causing issues here:
SOL3669: Overview of management interface routing (9.x - 10.x)
https://support.f5.com/kb/en-us/solutions/public/3000/600/sol3669.html?sr=25931722
If you desire to take packet captures of your mgmt interface to help determine root cause of your icmp issue, use the following syntax on the BIG-IP as the root user:
To save a .cap file for Wireshark
tcpdump -ni eth0 -s0 host -w /var/tmp/mgmt_1.cap
To use STDOUT to troubleshoot ping
tcpdump -ni eth0 -e -s0 "host and (icmp or arp)"
Cheers,
Dr. W