ECMP failover

I have remote network which is routed via two gateways (RADIX_MPATH in kernel):
Routing tables

Destination        Gateway            Flags     Netif Expire           UGS      ngeth1           UGS      ngeth2

All works fine until one of the gateway is down - this traffic continues to route via dead gateway. Do I need any external tool to monitor gateways (such as chek-gateway=ping in RouterOS) and deal with routes by hand?
Yes you do. As it looks like you control both ends of the pipe, I'd use OSPF. You can configure that to use only 1 gateway with the 2nd being a backup if the first goes down, or you can share both gateways which will load-balance routes over both links, while if either link fails, the other will take over.