Even though this is obviously an anglicism, the words "chequear", "chequo", etc., are in the Spanish Dictionary of the Real Academia. Futhermore, I think that in most contexts "punto de chequeo" conveys better the original meaning of "checkpoint" than "punto de comprobación". In Spanish "comprobar" may have the unmeant connotation of "cheching whether something is not working properly", whereas in English, can carry the meaning that you are "checking that everything is working perfectly". For my part in one occasion I have translated checkpoint for "punto de comprobación" because the expression was used by a given company in its manuals (translated into spanish from English, of course).