Hi Alejandro,
Lots of good answers here already - so definitely not an unusual request. Adding some of my thoughts.
CMT and GMU are the two common tools used to migrate content between a Gateway and the file system. They are syntactically very similar where the main difference is that CMT uses the older SOAP-based management service while GMU uses the new REST-based management service. Neither tool offers direct integration with source control but once policies and their dependencies are represented as files, maintaining those files in source control should be similar to how you would do for other code.
If you're on Gateway 8.2, CMT is your only choice. GMU was added in 8.3 and later.
CMT exports structure the Gateway contents as individual files organized in directories (which correspond to Gateway folders). Meaning that a policy is one XML file while a JDBC connection is another. Not a single bundle. On top of this, there's the notion of templatization, which intends to separate policy structure and hard values specifically to better accommodate exports in source control (e.g. SVN and Git).
I'm with the Tactical development team and we have a document called the Policy Migration Guide which covers much of this with some examples. If interested, please reach out to Support and request it.
Cheers,
Ola