The NGFW is not in McAfee portfolio due to divestiture to Raytheon|Websense (now Forcepoint LLC), so that is not applicable. Currently and in past couple months there has been no portal for feature requests, you need to create a support request to raise feature requests.
NB: The NGFW includes tcpdump already, probably it can do what you are looking for. More info here: https://kc.mcafee.com/corporate/index?page=content&id=KB83669
Thank you for the clarification