I am in fact running version 6.6.4, I managed to partially get it to work using a workaround to configure bgp-set-clause to set the next hop as there is a bug which does not let you configure set clause when creating the Route Map in SmartCLI (I have attached a screenshot on how I've set it up.
After that I created a FlexConfig object to attach the above route map to the interface as per below
With the above I can confirm that it works however I have an issue that I have no failover for PBR, on an ASA I would have used the following commands:
set ip next hop verify-availability 192.168.22.254 track 1
set ip next hop verify-availability 192.168.21.254 track 2
which would have enabled failover for PBR using a SLA monitor.
I was so excited to move from ASA to FTD but it seems that the product has so much less features.